+13,950.6%
QCOM vs COF
+5,217.6%
+8,733.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.6% |
| 7D | +5.5% | -6.2% | +11.7% | +7.7% |
| 30D | -1.1% | -1.7% | +0.6% | -0.6% |
| 3M | +7.6% | -10.2% | +17.8% | +11.3% |
| 6M | -20.1% | +4.2% | -24.2% | -21.5% |
| YTD | +3.0% | -18.2% | +21.3% | +9.0% |
| 1Y | +3.2% | -9.7% | +13.0% | +5.8% |
| 3Y | +48.9% | +95.0% | -46.2% | +17.7% |
| 5Y | +21.1% | +36.8% | -15.8% | +5.7% |
| 10Y | +242.8% | +192.6% | +50.2% | +120.7% |
| All | +13,950.6% | +5,217.6% | +8,733.0% | +2,259.9% |
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