+31.3%
COF vs NVTS
-16.8%
+48.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | +0.3% |
| 7D | -5.1% | -1.4% | -3.7% | -5.1% |
| 30D | -6.0% | -16.5% | +10.5% | -4.9% |
| 3M | +14.8% | -47.6% | +62.5% | +19.2% |
| 6M | +15.3% | +7.3% | +8.0% | +10.9% |
| YTD | -13.0% | +62.9% | -75.9% | -19.8% |
| 1Y | -5.7% | +91.3% | -97.0% | -15.6% |
| 3Y | +118.1% | +43.4% | +74.7% | +90.5% |
| All | +31.3% | -16.8% | +48.1% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling