+1,093.0%
CCL vs TECH
+101,598.5%
-100,505.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +5.8% | +0.2% | +5.6% | +5.8% |
| 30D | +17.3% | +0.5% | +16.8% | +17.1% |
| 3M | +11.3% | +1.1% | +10.3% | +11.1% |
| 6M | +18.5% | +51.0% | -32.6% | +7.8% |
| YTD | +2.8% | +24.4% | -21.6% | -3.4% |
| 1Y | +16.7% | +27.4% | -10.7% | +9.1% |
| 3Y | +146.0% | +28.5% | +117.5% | +125.5% |
| 5Y | +33.6% | -40.9% | +74.5% | +43.1% |
| 10Y | -29.4% | +192.5% | -221.9% | -42.7% |
| All | +1,093.0% | +101,598.5% | -100,505.5% | +558.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling