+272.2%
QCOM vs COF
+246.6%
+25.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.0% |
| 7D | +4.9% | -6.1% | +11.0% | +7.6% |
| 30D | +9.3% | -5.2% | +14.5% | +11.6% |
| 3M | -7.0% | +17.0% | -24.0% | -13.2% |
| 6M | +32.0% | +12.9% | +19.1% | +24.3% |
| YTD | +5.0% | -13.5% | +18.6% | +10.3% |
| 1Y | +13.6% | -5.9% | +19.5% | +14.8% |
| 3Y | +77.6% | +117.1% | -39.5% | +24.7% |
| 5Y | +38.2% | +45.4% | -7.2% | +10.6% |
| All | +272.2% | +246.6% | +25.5% | +124.1% |
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