+577.4%
CF vs TECH
+187.6%
+389.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +6.0% | +0.1% | +5.9% | +6.0% |
| 30D | +14.8% | +0.7% | +14.1% | +14.7% |
| 3M | +14.1% | +36.3% | -22.3% | +6.8% |
| 6M | +28.5% | +25.6% | +3.0% | +21.0% |
| YTD | +74.9% | +23.7% | +51.3% | +64.8% |
| 1Y | +61.7% | +37.6% | +24.0% | +47.6% |
| 3Y | +80.3% | -6.6% | +86.9% | +75.1% |
| 5Y | +226.0% | -42.2% | +268.2% | +258.1% |
| All | +577.4% | +187.6% | +389.9% | +246.7% |
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