+15,983.7%
NVO vs COF
+5,555.9%
+10,427.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.2% |
| 7D | -7.6% | -5.1% | -2.4% | -7.0% |
| 30D | -6.0% | -6.0% | +0.1% | -5.3% |
| 3M | -0.8% | +14.8% | -15.6% | -2.5% |
| 6M | +16.5% | +15.3% | +1.1% | +14.3% |
| YTD | -11.1% | -13.0% | +1.9% | -9.8% |
| 1Y | -16.7% | -5.7% | -11.0% | -16.3% |
| 3Y | -52.9% | +118.1% | -171.0% | -57.6% |
| 5Y | -3.0% | +46.2% | -49.2% | -9.7% |
| 10Y | +147.1% | +246.1% | -99.0% | +99.6% |
| All | +15,983.7% | +5,555.9% | +10,427.8% | +9,303.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling