+9,364.9%
INTC vs COP
+4,544.5%
+4,820.5%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.8% | +5.9% |
| 7D | -1.0% | -8.4% | +7.4% | +1.6% |
| 30D | -43.3% | +0.3% | -43.6% | -43.6% |
| 3M | -41.6% | +15.1% | -56.7% | -44.5% |
| 6M | -52.5% | +19.8% | -72.2% | -55.8% |
| YTD | +60.9% | +46.8% | +14.1% | +38.7% |
| 1Y | +55.7% | +59.7% | -4.0% | +30.4% |
| 3Y | +59.2% | +28.7% | +30.5% | +41.2% |
| 5Y | +25.0% | +110.7% | -85.7% | -8.1% |
| 10Y | +109.3% | +298.3% | -189.0% | +15.0% |
| All | +9,364.9% | +4,544.5% | +4,820.5% | +2,721.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling