+118.1%
COF vs NVTS
+38.1%
+80.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | +0.4% |
| 7D | -5.1% | -1.4% | -3.7% | -5.1% |
| 30D | -6.0% | -16.5% | +10.5% | -5.4% |
| 3M | +14.8% | -47.6% | +62.5% | +17.4% |
| 6M | +15.3% | +7.3% | +8.0% | +12.6% |
| YTD | -13.0% | +62.9% | -75.9% | -17.0% |
| 1Y | -5.7% | +91.3% | -97.0% | -11.4% |
| 3Y | +118.1% | +43.4% | +74.7% | +111.4% |
| All | +118.1% | +38.1% | +80.0% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 3y: compounded portfolio wealth divided by compounded NVTS 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…
3y analysis · Full analysis span regression · 6 months rolling