+142.2%
CI vs TECH
+204.1%
-62.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | +4.7% | +0.5% | +4.2% | +4.6% |
| 3M | +5.2% | +0.9% | +4.4% | +5.1% |
| 6M | +3.8% | +51.0% | -47.3% | -3.7% |
| YTD | +9.2% | +24.4% | -15.2% | +3.5% |
| 1Y | +14.3% | +27.6% | -13.3% | +7.6% |
| 3Y | +8.4% | +29.9% | -21.5% | -2.8% |
| 5Y | +50.0% | -40.6% | +90.7% | +62.9% |
| 10Y | +142.2% | +196.7% | -54.5% | +31.0% |
| All | +142.2% | +204.1% | -62.0% | +31.0% |
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