-41.7%
CCL vs TECH
+179.6%
-221.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | -4.4% | -0.1% | -4.3% | -4.3% |
| 30D | -18.2% | +0.3% | -18.5% | -18.3% |
| 3M | -17.7% | +32.9% | -50.6% | -28.9% |
| 6M | -13.0% | +32.1% | -45.1% | -26.5% |
| YTD | -24.5% | +23.4% | -47.9% | -34.4% |
| 1Y | -26.9% | +34.1% | -61.0% | -40.1% |
| 3Y | +50.8% | +2.2% | +48.6% | +33.5% |
| 5Y | -0.9% | -41.8% | +40.9% | +16.3% |
| 10Y | -41.7% | +188.9% | -230.6% | -70.7% |
| All | -41.7% | +179.6% | -221.2% | -70.7% |
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