+111.9%
INTC vs COP
+342.2%
-230.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -2.9% |
| 7D | +6.0% | +4.4% | +1.6% | +4.8% |
| 30D | -39.2% | 0.0% | -39.2% | -39.4% |
| 3M | -42.9% | +15.0% | -58.0% | -45.5% |
| 6M | -50.4% | +22.0% | -72.4% | -53.7% |
| YTD | +61.7% | +55.3% | +6.3% | +38.1% |
| 1Y | +66.1% | +64.1% | +2.0% | +39.2% |
| 3Y | +58.1% | +34.1% | +24.1% | +39.2% |
| 5Y | +27.9% | +133.4% | -105.5% | -7.9% |
| All | +111.9% | +342.2% | -230.3% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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