+29.5%
COP vs NVD
-99.1%
+128.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.5% | -4.1% | +0.5% |
| 7D | +1.0% | +9.0% | -8.1% | +1.2% |
| 30D | +9.6% | -5.5% | +15.0% | +9.5% |
| 3M | +15.0% | -24.6% | +39.7% | +14.4% |
| 6M | +21.8% | -42.1% | +63.8% | +20.2% |
| YTD | +49.6% | -44.3% | +94.0% | +47.7% |
| 1Y | +49.9% | -54.2% | +104.1% | +47.2% |
| 3Y | +22.6% | -99.1% | +121.7% | +23.6% |
| All | +29.5% | -99.1% | +128.7% | +30.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling