+60.7%
COP vs NVTS
-9.1%
+69.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +9.0% | -14.2% | -5.1% |
| 7D | -8.1% | -0.3% | -7.8% | -8.1% |
| 30D | +6.7% | -24.4% | +31.0% | +6.7% |
| 3M | +16.9% | -26.5% | +43.4% | +16.9% |
| 6M | +11.2% | -41.4% | +52.6% | +10.8% |
| YTD | +49.5% | +30.7% | +18.8% | +41.2% |
| 1Y | +60.7% | -10.8% | +71.5% | +55.4% |
| All | +60.7% | -9.1% | +69.7% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 1y: compounded portfolio wealth divided by compounded NVTS 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…
1y analysis · Full analysis span regression · 6 months rolling