+4,843.6%
INTC vs COF
+5,625.4%
-781.8%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.1% |
| 7D | +18.0% | -2.7% | +20.6% | +18.9% |
| 30D | +8.9% | -3.4% | +12.3% | +9.9% |
| 3M | -1.6% | +15.4% | -17.0% | -6.2% |
| 6M | +133.1% | +14.4% | +118.7% | +121.9% |
| YTD | +187.9% | -12.0% | +199.9% | +197.1% |
| 1Y | +334.7% | -3.7% | +338.4% | +336.2% |
| 3Y | +184.2% | +121.1% | +63.1% | +121.0% |
| 5Y | +116.0% | +47.8% | +68.2% | +85.9% |
| 10Y | +270.0% | +250.3% | +19.7% | +134.1% |
| All | +4,843.6% | +5,625.4% | -781.8% | +1,274.9% |
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