+6,828.2%
INTU vs COF
+5,197.0%
+1,631.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.2% |
| 7D | +0.1% | -3.4% | +3.4% | +1.0% |
| 30D | +10.1% | +0.4% | +9.7% | +9.9% |
| 3M | -4.2% | -12.5% | +8.4% | -0.6% |
| 6M | -7.2% | +8.3% | -15.5% | -9.6% |
| YTD | -47.7% | -18.6% | -29.1% | -45.1% |
| 1Y | -46.7% | -8.6% | -38.1% | -45.9% |
| 3Y | -34.1% | +94.7% | -128.7% | -46.7% |
| 5Y | -43.3% | +35.3% | -78.6% | -49.9% |
| 10Y | +232.6% | +185.1% | +47.4% | +126.2% |
| All | +6,828.2% | +5,197.0% | +1,631.2% | +1,845.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling