+187.0%
COP vs NVT
+488.5%
-301.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.9% |
| 7D | +4.4% | +8.0% | -3.6% | +1.0% |
| 30D | 0.0% | -24.8% | +24.7% | +9.9% |
| 3M | +15.0% | -32.4% | +47.5% | +30.5% |
| 6M | +22.0% | -33.5% | +55.5% | +36.2% |
| YTD | +55.3% | +13.2% | +42.2% | +29.1% |
| 1Y | +64.1% | +9.0% | +55.2% | +38.0% |
| 3Y | +34.1% | +129.4% | -95.3% | -34.7% |
| 5Y | +133.4% | +230.1% | -96.7% | -16.5% |
| All | +187.0% | +488.5% | -301.4% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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