+14,242.9%
QCOM vs COF
+5,156.8%
+9,086.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.9% |
| 7D | +13.0% | -5.0% | +18.0% | +14.8% |
| 30D | +0.2% | -2.3% | +2.4% | +0.9% |
| 3M | +9.2% | -12.7% | +21.9% | +14.0% |
| 6M | -15.0% | +6.2% | -21.2% | -16.9% |
| YTD | +5.2% | -19.2% | +24.4% | +11.7% |
| 1Y | +2.4% | -11.5% | +13.8% | +5.5% |
| 3Y | +52.0% | +92.8% | -40.8% | +20.6% |
| 5Y | +19.7% | +34.3% | -14.6% | +5.2% |
| 10Y | +246.9% | +183.0% | +63.9% | +125.7% |
| All | +14,242.9% | +5,156.8% | +9,086.1% | +2,317.8% |
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 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