+24.5%
COP vs NVD
-99.1%
+123.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +1.1% |
| 7D | -0.5% | +0.5% | -1.0% | -0.5% |
| 30D | +11.7% | -9.3% | +21.0% | +11.5% |
| 3M | +17.7% | -22.1% | +39.8% | +17.2% |
| 6M | +18.3% | -45.8% | +64.1% | +16.6% |
| YTD | +49.1% | -46.7% | +95.8% | +47.0% |
| 1Y | +53.3% | -59.5% | +112.8% | +49.9% |
| All | +24.5% | -99.1% | +123.6% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling