-45.2%
INTU vs COF
-4.4%
-40.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.8% |
| 7D | +8.7% | +0.7% | +8.0% | +8.4% |
| 30D | +25.9% | +5.7% | +20.1% | +23.9% |
| 3M | +10.7% | -6.7% | +17.4% | +12.4% |
| 6M | -11.6% | +9.5% | -21.1% | -13.5% |
| YTD | -45.4% | -13.9% | -31.5% | -44.0% |
| 1Y | -45.2% | -5.1% | -40.2% | -45.7% |
| All | -45.2% | -4.4% | -40.8% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 1y: compounded portfolio wealth divided by compounded COF 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…
1y analysis · Full analysis span regression · 6 months rolling