-40.6%
TECH vs COPX
+107.3%
-147.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.8% |
| 7D | +0.1% | -2.8% | +3.0% | +0.9% |
| 30D | +0.5% | -14.3% | +14.9% | +4.9% |
| 3M | +1.1% | -19.0% | +20.1% | +6.7% |
| 6M | +62.8% | -24.4% | +87.3% | +73.9% |
| YTD | +24.5% | -3.2% | +27.7% | +18.3% |
| 1Y | +20.6% | +15.2% | +5.5% | +6.8% |
| 3Y | +29.5% | +127.6% | -98.2% | -16.3% |
| All | -40.6% | +107.3% | -147.9% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling