+271.0%
CG vs TECH
+187.7%
+83.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.3% | -4.3% |
| 7D | -1.5% | +0.2% | -1.7% | -1.6% |
| 30D | +5.7% | +0.5% | +5.2% | +5.5% |
| 3M | -17.9% | +1.0% | -18.8% | -18.2% |
| 6M | -20.2% | +54.1% | -74.3% | -35.3% |
| YTD | -32.0% | +24.4% | -56.4% | -40.5% |
| 1Y | -27.0% | +19.3% | -46.3% | -35.0% |
| 3Y | +42.8% | +28.5% | +14.2% | +13.6% |
| 5Y | -23.4% | -41.0% | +17.5% | -10.4% |
| All | +271.0% | +187.7% | +83.2% | +112.1% |
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