-51.8%
INTU vs COF
-5.2%
-46.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | -9.2% | -6.1% | -3.1% | -7.7% |
| 30D | -7.0% | -5.2% | -1.9% | -5.8% |
| 3M | +10.5% | +17.0% | -6.5% | +6.4% |
| 6M | -30.6% | +12.9% | -43.5% | -32.6% |
| YTD | -52.3% | -13.5% | -38.8% | -50.7% |
| 1Y | -51.8% | -5.9% | -45.9% | -51.9% |
| All | -51.8% | -5.2% | -46.6% | -51.9% |
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