+30.0%
CL vs TECH
-42.5%
+72.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.5% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | -4.8% | +0.7% | -5.5% | -4.9% |
| 3M | +4.9% | +36.3% | -31.4% | +3.1% |
| 6M | -5.7% | +25.6% | -31.3% | -7.1% |
| YTD | +14.4% | +23.7% | -9.3% | +12.7% |
| 1Y | +8.7% | +37.6% | -28.9% | +6.1% |
| 3Y | +30.0% | -6.6% | +36.6% | +29.9% |
| All | +30.0% | -42.5% | +72.5% | +32.6% |
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