+243.0%
CB vs TECH
+204.1%
+38.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.5% | +0.2% | -1.7% | -1.5% |
| 30D | +6.5% | +0.5% | +6.0% | +6.5% |
| 3M | +4.1% | +0.9% | +3.2% | +4.0% |
| 6M | +14.4% | +51.0% | -36.6% | +7.8% |
| YTD | +17.5% | +24.4% | -6.9% | +12.8% |
| 1Y | +27.5% | +27.6% | 0.0% | +21.8% |
| 3Y | +71.6% | +29.9% | +41.7% | +57.0% |
| 5Y | +100.6% | -40.6% | +141.3% | +113.6% |
| 10Y | +243.0% | +196.7% | +46.3% | +130.6% |
| All | +243.0% | +204.1% | +38.8% | +130.6% |
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