+568.0%
CF vs TECH
+208.1%
+359.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -3.2% | +0.2% | -3.3% | -3.2% |
| 30D | +4.3% | +0.3% | +4.0% | +4.3% |
| 3M | +2.8% | +1.3% | +1.5% | +2.5% |
| 6M | +0.6% | +54.0% | -53.4% | -8.2% |
| YTD | +56.6% | +24.3% | +32.3% | +47.5% |
| 1Y | +49.6% | +25.8% | +23.8% | +40.3% |
| 3Y | +61.5% | +26.0% | +35.5% | +44.2% |
| 5Y | +124.0% | -40.1% | +164.1% | +143.6% |
| All | +568.0% | +208.1% | +359.8% | +238.1% |
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