+53.5%
CME vs TECH
-0.6%
+54.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -2.9% | +0.2% | -3.0% | -2.9% |
| 30D | +5.5% | +0.1% | +5.4% | +5.5% |
| 3M | +11.0% | +37.5% | -26.5% | +12.7% |
| 6M | -9.7% | +34.6% | -44.3% | -8.1% |
| YTD | +4.9% | +23.5% | -18.6% | +6.4% |
| 1Y | +10.1% | +34.4% | -24.3% | +12.1% |
| 3Y | +53.5% | +2.3% | +51.2% | +68.6% |
| All | +53.5% | -0.6% | +54.1% | +68.6% |
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