-40.2%
INTU vs COF
+44.8%
-85.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.6% |
| 7D | -3.3% | -5.1% | +1.8% | -1.2% |
| 30D | -3.9% | -6.0% | +2.1% | -1.4% |
| 3M | +16.6% | +14.8% | +1.8% | +9.7% |
| 6M | -26.4% | +15.3% | -41.8% | -31.3% |
| YTD | -51.0% | -13.0% | -38.0% | -48.7% |
| 1Y | -50.8% | -5.7% | -45.1% | -50.4% |
| 3Y | -40.1% | +118.1% | -158.2% | -61.8% |
| All | -40.2% | +44.8% | -85.0% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling