+305.9%
CG vs TECH
+190.5%
+115.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +2.0% | +0.2% | +1.7% | +1.9% |
| 30D | +8.5% | +0.5% | +8.0% | +8.3% |
| 3M | -12.1% | +1.1% | -13.2% | -12.5% |
| 6M | -16.4% | +51.0% | -67.5% | -31.7% |
| YTD | -28.0% | +24.4% | -52.3% | -36.9% |
| 1Y | -18.9% | +27.4% | -46.3% | -30.0% |
| 3Y | +51.2% | +28.5% | +22.8% | +20.3% |
| 5Y | -15.9% | -40.9% | +25.0% | -1.5% |
| 10Y | +305.9% | +192.5% | +113.4% | +132.9% |
| All | +305.9% | +190.5% | +115.4% | +132.9% |
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