+37.0%
COP vs NVDL
+2,480.8%
-2,443.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.7% | +5.1% | +0.5% |
| 7D | +1.0% | -8.7% | +9.7% | +1.1% |
| 30D | +9.6% | -1.3% | +10.9% | +9.5% |
| 3M | +15.0% | +11.4% | +3.7% | +14.5% |
| 6M | +21.8% | +22.9% | -1.1% | +20.5% |
| YTD | +49.6% | +15.4% | +34.2% | +48.1% |
| 1Y | +49.9% | +18.8% | +31.1% | +47.8% |
| 3Y | +22.6% | +641.4% | -618.8% | +18.6% |
| All | +37.0% | +2,480.8% | -2,443.7% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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