+57.4%
INTC vs COF
-4.4%
+61.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.6% | -3.3% |
| 7D | -39.0% | +0.7% | -39.7% | -39.0% |
| 30D | -49.8% | +5.7% | -55.6% | -50.7% |
| 3M | -42.2% | -6.7% | -35.5% | -40.7% |
| 6M | -39.2% | +9.5% | -48.6% | -42.0% |
| YTD | +57.9% | -13.9% | +71.8% | +68.3% |
| 1Y | +57.4% | -5.1% | +62.4% | +51.5% |
| All | +57.4% | -4.4% | +61.8% | +51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling