+350.2%
CG vs TECH
+381.0%
-30.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -4.3% | +0.1% | -4.4% | -4.4% |
| 30D | -5.1% | +0.7% | -5.8% | -5.4% |
| 3M | +8.7% | +36.3% | -27.7% | -6.2% |
| 6M | -9.2% | +25.6% | -34.8% | -20.3% |
| YTD | -18.9% | +23.7% | -42.6% | -28.5% |
| 1Y | -25.6% | +37.6% | -63.3% | -38.5% |
| 3Y | +57.3% | -6.6% | +63.9% | +48.4% |
| 5Y | +10.2% | -42.2% | +52.4% | +28.1% |
| 10Y | +364.2% | +187.6% | +176.6% | +165.1% |
| All | +350.2% | +381.0% | -30.8% | +115.7% |
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