+42.2%
TECH vs COPX
+76.0%
-33.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.0% | +6.8% | +0.5% |
| 7D | -0.5% | -2.9% | +2.4% | -0.2% |
| 30D | 0.0% | 0.0% | 0.0% | -0.1% |
| 3M | +37.4% | +14.8% | +22.6% | +34.9% |
| 6M | +36.9% | +7.0% | +29.8% | +35.8% |
| YTD | +23.1% | +23.8% | -0.8% | +15.5% |
| 1Y | +42.2% | +75.7% | -33.5% | +22.3% |
| All | +42.2% | +76.0% | -33.8% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling