+5,862.7%
COF vs TECH
+12,838.4%
-6,975.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | -0.6% | +0.7% | -1.3% | -0.8% |
| 3M | +20.3% | +36.3% | -16.1% | +9.6% |
| 6M | +13.0% | +25.6% | -12.6% | +4.0% |
| YTD | -8.3% | +23.7% | -32.0% | -15.4% |
| 1Y | -1.5% | +37.6% | -39.1% | -12.5% |
| 3Y | +122.3% | -6.6% | +128.8% | +114.0% |
| 5Y | +52.5% | -42.2% | +94.7% | +65.1% |
| 10Y | +264.9% | +187.6% | +77.3% | +148.6% |
| All | +5,862.7% | +12,838.4% | -6,975.6% | +1,774.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling