+111.7%
INTC vs COP
+186.3%
-74.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +0.6% | +8.5% | +8.9% |
| 7D | +17.4% | -0.8% | +18.3% | +17.6% |
| 30D | +2.8% | +15.6% | -12.8% | -0.3% |
| 3M | -5.3% | +14.3% | -19.6% | -8.2% |
| 6M | +140.6% | +17.0% | +123.6% | +129.2% |
| YTD | +183.1% | +47.4% | +135.7% | +150.9% |
| 1Y | +326.8% | +52.4% | +274.4% | +273.6% |
| 3Y | +179.4% | +20.8% | +158.6% | +154.0% |
| 5Y | +111.7% | +191.7% | -80.0% | +49.6% |
| All | +111.7% | +186.3% | -74.6% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling