+39.9%
CL vs TECH
-40.1%
+80.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.3% | -2.2% |
| 7D | +1.3% | +0.2% | +1.2% | +1.3% |
| 30D | +11.4% | +0.3% | +11.0% | +11.3% |
| 3M | +4.4% | +1.3% | +3.1% | +4.4% |
| 6M | +10.8% | +54.0% | -43.2% | +8.1% |
| YTD | +25.1% | +24.3% | +0.8% | +23.2% |
| 1Y | +28.0% | +25.8% | +2.2% | +25.9% |
| 3Y | +37.6% | +26.0% | +11.7% | +33.0% |
| All | +39.9% | -40.1% | +80.0% | +43.6% |
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