+60.7%
COP vs NVD
-27.4%
+88.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.5% | -11.6% | -5.6% |
| 7D | -8.1% | +15.0% | -23.1% | -9.2% |
| 30D | +6.7% | +39.3% | -32.6% | +3.8% |
| 3M | +16.9% | +3.1% | +13.8% | +15.9% |
| 6M | +11.2% | -19.0% | +30.2% | +11.6% |
| YTD | +49.5% | -35.5% | +85.0% | +51.0% |
| 1Y | +60.7% | -30.2% | +90.9% | +64.9% |
| All | +60.7% | -27.4% | +88.0% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling