+0.1%
CARR vs TECH
+1.2%
-1.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.0% | -2.2% |
| 7D | -4.1% | -0.5% | -3.6% | -4.0% |
| 30D | -11.0% | 0.0% | -11.0% | -11.0% |
| 3M | -16.4% | +37.4% | -53.8% | -23.3% |
| 6M | -2.4% | +36.9% | -39.2% | -11.9% |
| YTD | +8.4% | +23.1% | -14.7% | +0.6% |
| 1Y | -8.0% | +42.2% | -50.2% | -19.0% |
| All | +0.1% | +1.2% | -1.1% | -1.5% |
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