-36.0%
CAG vs TECH
+29.6%
-65.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | -3.3% | +0.1% | -3.5% | -3.4% |
| 30D | +7.7% | +0.5% | +7.1% | +7.6% |
| 3M | -3.2% | +1.1% | -4.3% | -3.3% |
| 6M | +7.0% | +62.8% | -55.9% | +0.9% |
| YTD | -9.0% | +24.5% | -33.4% | -12.0% |
| 1Y | -9.6% | +20.6% | -30.3% | -12.3% |
| 3Y | -36.0% | +29.5% | -65.5% | -41.0% |
| All | -36.0% | +29.6% | -65.6% | -41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling