-51.4%
CLF vs TECH
-40.1%
-11.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -19.6% | +0.2% | -19.7% | -19.6% |
| 30D | -5.0% | +0.3% | -5.3% | -5.1% |
| 3M | -6.3% | +1.3% | -7.6% | -6.8% |
| 6M | +2.8% | +54.0% | -51.2% | -14.7% |
| YTD | -13.7% | +24.3% | -38.0% | -22.8% |
| 1Y | +13.6% | +25.8% | -12.2% | +1.0% |
| 3Y | -34.0% | +26.0% | -59.9% | -45.6% |
| All | -51.4% | -40.1% | -11.3% | -48.7% |
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 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