-42.9%
TECH vs COPX
+167.3%
-210.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.0% | +6.8% | +1.9% |
| 7D | -0.5% | -2.9% | +2.4% | +0.3% |
| 30D | 0.0% | 0.0% | 0.0% | -0.3% |
| 3M | +37.4% | +14.8% | +22.6% | +30.1% |
| 6M | +36.9% | +7.0% | +29.8% | +30.4% |
| YTD | +23.1% | +23.8% | -0.8% | +9.4% |
| 1Y | +42.2% | +75.7% | -33.5% | +9.2% |
| 3Y | +1.9% | +156.4% | -154.5% | -35.0% |
| 5Y | -42.9% | +167.6% | -210.5% | -64.6% |
| All | -42.9% | +167.3% | -210.2% | -64.6% |
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