+43.1%
COF vs NVT
+419.5%
-376.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.1% | -1.4% |
| 7D | -5.1% | +4.1% | -9.2% | -6.9% |
| 30D | -6.0% | -5.1% | -0.9% | -4.4% |
| 3M | +14.8% | -1.2% | +16.0% | +13.1% |
| 6M | +15.3% | +46.6% | -31.2% | -7.8% |
| YTD | -13.0% | +60.0% | -73.0% | -33.8% |
| 1Y | -5.7% | +70.8% | -76.5% | -31.5% |
| 3Y | +118.1% | +187.5% | -69.4% | +7.1% |
| All | +43.1% | +419.5% | -376.4% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling