+436.5%
CARR vs TECH
+81.2%
+355.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | +3.2% | +0.2% | +3.1% | +3.2% |
| 30D | -7.7% | +0.1% | -7.8% | -7.7% |
| 3M | -11.9% | +37.5% | -49.4% | -20.1% |
| 6M | +2.0% | +34.6% | -32.5% | -8.5% |
| YTD | +13.2% | +23.5% | -10.3% | +3.8% |
| 1Y | -8.5% | +34.4% | -42.9% | -18.9% |
| 3Y | +5.0% | +2.3% | +2.7% | -1.4% |
| 5Y | +12.0% | -41.7% | +53.7% | +20.3% |
| All | +436.5% | +81.2% | +355.2% | +438.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling