+47.7%
CI vs TECH
-40.1%
+87.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.6% |
| 7D | -1.6% | +0.2% | -1.7% | -1.6% |
| 30D | +5.4% | +0.3% | +5.1% | +5.4% |
| 3M | +7.3% | +1.3% | +5.9% | +7.2% |
| 6M | +5.3% | +54.0% | -48.7% | +1.8% |
| YTD | +8.5% | +24.3% | -15.8% | +6.1% |
| 1Y | +17.1% | +25.8% | -8.7% | +14.4% |
| 3Y | +1.4% | +26.0% | -24.6% | -3.0% |
| All | +47.7% | -40.1% | +87.8% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling