+308.6%
CFG vs TECH
+178.6%
+130.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.1% |
| 7D | +2.7% | +0.2% | +2.5% | +2.6% |
| 30D | -3.7% | +0.1% | -3.8% | -3.7% |
| 3M | +9.5% | +37.5% | -28.0% | -2.8% |
| 6M | +22.2% | +34.6% | -12.3% | +7.2% |
| YTD | +22.3% | +23.5% | -1.2% | +10.4% |
| 1Y | +39.4% | +34.4% | +5.1% | +20.6% |
| 3Y | +188.5% | +2.3% | +186.2% | +166.4% |
| 5Y | +101.5% | -41.7% | +143.3% | +122.8% |
| 10Y | +308.6% | +177.6% | +131.0% | +93.5% |
| All | +308.6% | +178.6% | +130.0% | +93.5% |
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