+183.3%
CAT vs TECH
-40.1%
+223.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -10.3% | +0.2% | -10.5% | -10.3% |
| 30D | -31.2% | +0.3% | -31.5% | -31.2% |
| 3M | -34.7% | +1.3% | -36.0% | -34.9% |
| 6M | -39.5% | +54.0% | -93.4% | -45.6% |
| YTD | -1.7% | +24.3% | -25.9% | -8.2% |
| 1Y | -1.1% | +25.8% | -26.9% | -8.0% |
| 3Y | +143.9% | +26.0% | +117.9% | +120.7% |
| All | +183.3% | -40.1% | +223.4% | +173.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling