+74.8%
QCOM vs COF
+124.4%
-49.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.6% | +5.7% | +4.3% |
| 7D | +5.1% | +1.2% | +3.8% | +4.4% |
| 30D | +4.3% | -1.4% | +5.7% | +4.8% |
| 3M | -19.6% | +19.0% | -38.7% | -26.0% |
| 6M | +29.5% | +14.9% | +14.6% | +20.3% |
| YTD | +3.4% | -10.7% | +14.1% | +8.0% |
| 1Y | +10.9% | -1.3% | +12.2% | +10.1% |
| 3Y | +74.8% | +124.3% | -49.5% | +26.4% |
| All | +74.8% | +124.4% | -49.6% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling