-37.6%
CAG vs TECH
+1.4%
-39.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -6.6% | -0.1% | -6.5% | -6.6% |
| 30D | +2.3% | +0.3% | +2.0% | +2.3% |
| 3M | +16.3% | +32.9% | -16.6% | +12.4% |
| 6M | -16.0% | +32.1% | -48.1% | -19.3% |
| YTD | -7.7% | +23.4% | -31.1% | -10.7% |
| 1Y | -16.0% | +34.1% | -50.1% | -19.8% |
| All | -37.6% | +1.4% | -39.0% | -38.7% |
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