+248.2%
CB vs TECH
+208.1%
+40.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | +0.2% | +0.2% | +0.1% | +0.2% |
| 30D | +9.1% | +0.3% | +8.7% | +9.0% |
| 3M | +3.4% | +1.3% | +2.1% | +3.2% |
| 6M | +14.1% | +54.0% | -39.9% | +7.2% |
| YTD | +18.0% | +24.3% | -6.3% | +13.3% |
| 1Y | +30.1% | +25.8% | +4.3% | +24.5% |
| 3Y | +71.8% | +26.0% | +45.8% | +58.2% |
| 5Y | +101.8% | -40.1% | +141.9% | +114.3% |
| All | +248.2% | +208.1% | +40.1% | +132.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling