+97.0%
CFG vs TECH
-42.1%
+139.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | -4.5% | +0.3% | -4.8% | -4.6% |
| 3M | +6.3% | +32.9% | -26.6% | -3.0% |
| 6M | +20.6% | +32.1% | -11.5% | +8.4% |
| YTD | +21.2% | +23.4% | -2.1% | +11.2% |
| 1Y | +38.2% | +34.1% | +4.1% | +22.1% |
| 3Y | +185.9% | +2.2% | +183.7% | +166.2% |
| 5Y | +97.0% | -41.8% | +138.8% | +96.8% |
| All | +97.0% | -42.1% | +139.1% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling