+14,546.7%
NVDA vs COF
+248.6%
+14,298.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | -5.1% | -5.1% | 0.0% | -2.8% |
| 30D | -2.5% | -6.0% | +3.5% | +0.3% |
| 3M | +6.7% | +14.8% | -8.2% | -0.7% |
| 6M | +17.6% | +15.3% | +2.3% | +8.9% |
| YTD | +17.3% | -13.0% | +30.4% | +22.9% |
| 1Y | +23.5% | -5.7% | +29.2% | +23.7% |
| 3Y | +384.6% | +118.1% | +266.5% | +214.8% |
| 5Y | +875.4% | +46.2% | +829.2% | +650.8% |
| All | +14,546.7% | +248.6% | +14,298.1% | +7,488.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 10y: compounded portfolio wealth divided by compounded COF 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…
10y analysis · Full analysis span regression · 6 months rolling