+696.9%
CLF vs TECH
+101,053.8%
-100,357.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +7.6% | +0.1% | +7.5% | +7.5% |
| 30D | -1.2% | +0.7% | -1.9% | -1.3% |
| 3M | -13.4% | +36.3% | -49.7% | -19.5% |
| 6M | +15.4% | +25.6% | -10.2% | +8.2% |
| YTD | -5.9% | +23.7% | -29.6% | -11.5% |
| 1Y | +18.8% | +37.6% | -18.8% | +8.9% |
| 3Y | -19.4% | -6.6% | -12.8% | -21.1% |
| 5Y | -47.7% | -42.2% | -5.5% | -43.9% |
| 10Y | +130.4% | +187.6% | -57.2% | +85.6% |
| All | +696.9% | +101,053.8% | -100,357.0% | +270.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling