+3,231.7%
CLS vs TECH
+3,584.4%
-352.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +4.6% | +0.1% | +4.5% | +4.5% |
| 30D | -13.9% | +0.7% | -14.6% | -14.1% |
| 3M | -26.6% | +36.3% | -62.9% | -34.5% |
| 6M | +15.4% | +25.6% | -10.2% | +4.3% |
| YTD | +5.7% | +23.7% | -18.0% | -4.6% |
| 1Y | +41.1% | +37.6% | +3.5% | +22.3% |
| 3Y | +1,228.6% | -6.6% | +1,235.2% | +1,166.5% |
| 5Y | +3,240.6% | -42.2% | +3,282.9% | +3,566.3% |
| 10Y | +2,760.3% | +187.6% | +2,572.8% | +1,649.1% |
| All | +3,231.7% | +3,584.4% | -352.7% | +1,028.3% |
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