+2,104.6%
CLS vs TECH
+3,602.2%
-1,497.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -22.2% | +0.2% | -22.3% | -22.2% |
| 30D | -44.4% | +0.3% | -44.7% | -44.4% |
| 3M | -34.3% | +1.3% | -35.6% | -34.6% |
| 6M | -50.1% | +54.0% | -104.0% | -57.6% |
| YTD | -30.1% | +24.3% | -54.4% | -37.0% |
| 1Y | -39.3% | +25.8% | -65.2% | -45.5% |
| 3Y | +732.7% | +26.0% | +706.8% | +617.7% |
| 5Y | +1,777.2% | -40.1% | +1,817.3% | +1,937.2% |
| 10Y | +1,645.6% | +210.6% | +1,435.0% | +941.9% |
| All | +2,104.6% | +3,602.2% | -1,497.6% | +645.3% |
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