+481.0%
CF vs TECH
+190.5%
+290.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +4.8% | +0.2% | +4.5% | +4.7% |
| 30D | +9.7% | +0.5% | +9.2% | +9.6% |
| 3M | +1.2% | +1.1% | +0.2% | +1.0% |
| 6M | +7.4% | +51.0% | -43.7% | -1.5% |
| YTD | +60.5% | +24.4% | +36.2% | +51.3% |
| 1Y | +50.7% | +27.4% | +23.3% | +41.1% |
| 3Y | +64.8% | +28.5% | +36.3% | +46.7% |
| 5Y | +115.8% | -40.9% | +156.7% | +135.5% |
| 10Y | +481.0% | +192.5% | +288.5% | +225.1% |
| All | +481.0% | +190.5% | +290.5% | +225.1% |
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