-20.8%
CLF vs TECH
+29.5%
-50.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +16.0% | +0.2% | +15.7% | +15.9% |
| 30D | +1.6% | +0.5% | +1.1% | +1.5% |
| 3M | +6.7% | +1.0% | +5.7% | +6.4% |
| 6M | +21.1% | +54.1% | -32.9% | +4.2% |
| YTD | -1.6% | +24.4% | -26.0% | -9.8% |
| 1Y | +18.5% | +19.3% | -0.8% | +10.3% |
| All | -20.8% | +29.5% | -50.4% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling