+16.7%
COP vs NVDX
+833.4%
-816.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +0.7% |
| 7D | -0.8% | +7.3% | -8.1% | -1.0% |
| 30D | +15.6% | -0.9% | +16.5% | +15.5% |
| 3M | +14.3% | +8.4% | +6.0% | +13.9% |
| 6M | +17.0% | +38.2% | -21.2% | +15.1% |
| YTD | +47.4% | +19.3% | +28.2% | +45.6% |
| 1Y | +52.4% | +33.3% | +19.2% | +49.2% |
| All | +16.7% | +833.4% | -816.6% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 all: compounded portfolio wealth divided by compounded NVDX 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…
all analysis · Full analysis span regression · 6 months rolling