+147.3%
COF vs NVT
+731.8%
-584.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.1% | -2.1% |
| 7D | -5.1% | +4.1% | -9.2% | -7.5% |
| 30D | -6.0% | -5.1% | -0.9% | -3.9% |
| 3M | +14.8% | -1.2% | +16.0% | +12.2% |
| 6M | +15.3% | +46.6% | -31.2% | -14.1% |
| YTD | -13.0% | +60.0% | -73.0% | -39.2% |
| 1Y | -5.7% | +70.8% | -76.5% | -38.0% |
| 3Y | +118.1% | +187.5% | -69.4% | -9.3% |
| 5Y | +46.2% | +426.1% | -379.9% | -62.7% |
| All | +147.3% | +731.8% | -584.4% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NVT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling