+110.2%
INTC vs COP
+17.0%
+93.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.1% | +5.6% | +3.7% |
| 7D | +7.1% | +3.0% | +4.1% | +9.7% |
| 30D | -5.2% | +17.5% | -22.7% | +8.2% |
| 3M | -14.3% | +13.4% | -27.7% | -2.4% |
| 6M | +110.2% | +17.7% | +92.4% | +159.6% |
| All | +110.2% | +17.0% | +93.2% | +159.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling