+384.6%
NVDA vs COF
+116.3%
+268.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | -5.1% | -5.1% | 0.0% | -3.2% |
| 30D | -2.5% | -6.0% | +3.5% | -0.2% |
| 3M | +6.7% | +14.8% | -8.2% | +0.4% |
| 6M | +17.6% | +15.3% | +2.3% | +10.2% |
| YTD | +17.3% | -13.0% | +30.4% | +22.4% |
| 1Y | +23.5% | -5.7% | +29.2% | +23.9% |
| 3Y | +384.6% | +118.1% | +266.5% | +283.7% |
| All | +384.6% | +116.3% | +268.3% | +283.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling