+305.5%
CG vs TECH
+383.6%
-78.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.1% | +6.5% | +6.5% |
| 7D | +3.0% | +0.2% | +2.8% | +3.0% |
| 30D | +10.1% | +0.5% | +9.6% | +9.9% |
| 3M | -10.8% | +0.9% | -11.7% | -11.1% |
| 6M | -15.2% | +51.0% | -66.3% | -30.3% |
| YTD | -26.9% | +24.4% | -51.3% | -35.8% |
| 1Y | -17.0% | +27.6% | -44.6% | -28.1% |
| 3Y | +54.6% | +29.9% | +24.7% | +24.0% |
| 5Y | -16.7% | -40.6% | +23.9% | -4.1% |
| 10Y | +320.1% | +196.7% | +123.4% | +137.4% |
| All | +305.5% | +383.6% | -78.1% | +93.9% |
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 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