+13.6%
QCOM vs COF
-5.2%
+18.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.9% |
| 7D | +4.9% | -6.1% | +11.0% | +7.2% |
| 30D | +9.3% | -5.2% | +14.5% | +11.2% |
| 3M | -7.0% | +17.0% | -24.0% | -12.8% |
| 6M | +32.0% | +12.9% | +19.1% | +24.4% |
| YTD | +5.0% | -13.5% | +18.6% | +13.1% |
| 1Y | +13.6% | -5.9% | +19.5% | +14.2% |
| All | +13.6% | -5.2% | +18.8% | +14.2% |
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