+201.5%
CAT vs TECH
-6.2%
+207.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | -6.6% | +0.7% | -7.3% | -6.7% |
| 3M | -13.3% | +36.3% | -49.6% | -19.9% |
| 6M | +11.6% | +25.6% | -14.0% | +4.0% |
| YTD | +42.9% | +23.7% | +19.3% | +33.2% |
| 1Y | +95.4% | +37.6% | +57.8% | +75.0% |
| All | +201.5% | -6.2% | +207.7% | +190.1% |
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