+45.4%
COF vs TECH
-42.4%
+87.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | -6.1% | -0.5% | -5.6% | -5.9% |
| 30D | -5.2% | 0.0% | -5.2% | -5.2% |
| 3M | +17.0% | +37.4% | -20.4% | +5.0% |
| 6M | +12.9% | +36.9% | -24.0% | -0.2% |
| YTD | -13.5% | +23.1% | -36.6% | -20.9% |
| 1Y | -5.9% | +42.2% | -48.1% | -19.0% |
| 3Y | +117.1% | +1.9% | +115.2% | +101.4% |
| 5Y | +45.4% | -42.9% | +88.3% | +53.0% |
| All | +45.4% | -42.4% | +87.8% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling