+146.0%
CCL vs TECH
+29.9%
+116.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +5.8% | +0.2% | +5.6% | +5.7% |
| 30D | +17.3% | +0.5% | +16.8% | +17.1% |
| 3M | +11.3% | +1.1% | +10.3% | +11.0% |
| 6M | +18.5% | +51.0% | -32.6% | +3.3% |
| YTD | +2.8% | +24.4% | -21.6% | -6.2% |
| 1Y | +16.7% | +27.4% | -10.7% | +5.4% |
| 3Y | +146.0% | +28.5% | +117.5% | +101.6% |
| All | +146.0% | +29.9% | +116.1% | +101.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling