+150.4%
COF vs NVT
+712.1%
-561.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.0% | 0.0% |
| 7D | -2.7% | +7.0% | -9.6% | -6.6% |
| 30D | -3.4% | -2.3% | -1.0% | -2.8% |
| 3M | +15.4% | -3.1% | +18.5% | +14.0% |
| 6M | +14.4% | +47.0% | -32.6% | -15.0% |
| YTD | -12.0% | +56.2% | -68.2% | -37.6% |
| 1Y | -3.7% | +74.5% | -78.3% | -37.7% |
| 3Y | +121.1% | +184.0% | -63.0% | -7.6% |
| 5Y | +47.8% | +410.8% | -362.9% | -61.6% |
| All | +150.4% | +712.1% | -561.7% | -54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling