+766.3%
CCJ vs TECH
+187.7%
+578.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | +5.0% | +0.2% | +4.8% | +5.0% |
| 30D | -16.7% | +0.5% | -17.2% | -16.8% |
| 3M | -27.5% | +1.0% | -28.5% | -27.7% |
| 6M | -38.6% | +54.1% | -92.7% | -45.4% |
| YTD | -21.5% | +24.4% | -45.9% | -27.6% |
| 1Y | -22.3% | +19.3% | -41.6% | -27.5% |
| 3Y | +69.9% | +28.5% | +41.4% | +45.8% |
| 5Y | +163.6% | -41.0% | +204.5% | +188.2% |
| All | +766.3% | +187.7% | +578.6% | +524.9% |
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