+316.4%
CFG vs TECH
+239.5%
+76.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -0.9% | +0.2% | -1.1% | -0.9% |
| 30D | +1.1% | +0.3% | +0.7% | +1.0% |
| 3M | -12.0% | +1.3% | -13.3% | -12.4% |
| 6M | -2.2% | +54.0% | -56.2% | -17.0% |
| YTD | +11.4% | +24.3% | -12.9% | +0.2% |
| 1Y | +27.8% | +25.8% | +2.0% | +14.3% |
| 3Y | +173.3% | +26.0% | +147.3% | +133.0% |
| 5Y | +62.4% | -40.1% | +102.5% | +78.1% |
| 10Y | +249.6% | +210.6% | +39.0% | +72.7% |
| All | +316.4% | +239.5% | +76.9% | +99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling