+362.4%
CFG vs TECH
+237.9%
+124.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | -3.8% | +0.7% | -4.5% | -4.1% |
| 3M | +11.5% | +36.3% | -24.9% | -0.8% |
| 6M | +19.2% | +25.6% | -6.4% | +7.2% |
| YTD | +23.7% | +23.7% | 0.0% | +11.5% |
| 1Y | +38.8% | +37.6% | +1.2% | +18.9% |
| 3Y | +178.9% | -6.6% | +185.5% | +166.5% |
| 5Y | +101.8% | -42.2% | +144.0% | +123.7% |
| 10Y | +317.3% | +187.6% | +129.7% | +111.7% |
| All | +362.4% | +237.9% | +124.5% | +121.8% |
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 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