+242.0%
COF vs TECH
+189.9%
+52.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -5.1% | -0.4% | -4.7% | -5.0% |
| 30D | -6.0% | 0.0% | -6.0% | -6.0% |
| 3M | +14.8% | +33.7% | -18.8% | +3.0% |
| 6M | +15.3% | +34.9% | -19.6% | +1.3% |
| YTD | -13.0% | +23.2% | -36.2% | -21.2% |
| 1Y | -5.7% | +36.3% | -42.0% | -18.5% |
| 3Y | +118.1% | +2.3% | +115.9% | +100.3% |
| 5Y | +46.2% | -42.9% | +89.1% | +63.6% |
| All | +242.0% | +189.9% | +52.1% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 10y: compounded portfolio wealth divided by compounded TECH 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…
10y analysis · Full analysis span regression · 6 months rolling