-25.0%
QCOM vs COF
+4.8%
-29.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.1% | +1.5% |
| 7D | +2.0% | -4.5% | +6.4% | +3.8% |
| 30D | +1.2% | -2.0% | +3.2% | +2.1% |
| 3M | +9.1% | -9.7% | +18.9% | +12.8% |
| 6M | -25.0% | +8.0% | -33.0% | -29.8% |
| All | -25.0% | +4.8% | -29.8% | -29.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling