-51.7%
INTC vs COP
+21.3%
-73.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.7% | +5.8% | +8.6% |
| 7D | +7.3% | +0.7% | +6.6% | +7.6% |
| 30D | -38.3% | +0.2% | -38.6% | -37.5% |
| 3M | -36.0% | +10.2% | -46.2% | -29.5% |
| 6M | -51.7% | +20.1% | -71.8% | -41.3% |
| All | -51.7% | +21.3% | -73.0% | -41.3% |
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