+209.1%
INTU vs COF
+246.6%
-37.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.3% |
| 7D | -9.2% | -6.1% | -3.1% | -7.0% |
| 30D | -7.0% | -5.2% | -1.9% | -5.2% |
| 3M | +10.5% | +17.0% | -6.5% | +3.9% |
| 6M | -30.6% | +12.9% | -43.5% | -34.2% |
| YTD | -52.3% | -13.5% | -38.8% | -50.3% |
| 1Y | -51.8% | -5.9% | -45.9% | -51.5% |
| 3Y | -41.8% | +117.1% | -159.0% | -59.1% |
| 5Y | -42.8% | +45.4% | -88.2% | -54.5% |
| All | +209.1% | +246.6% | -37.6% | +65.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling