+79.1%
CME vs TECH
-42.5%
+121.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +6.2% | +0.7% | +5.5% | +6.2% |
| 3M | +10.4% | +36.3% | -25.9% | +9.2% |
| 6M | -9.5% | +25.6% | -35.1% | -10.3% |
| YTD | +6.0% | +23.7% | -17.7% | +5.0% |
| 1Y | +9.3% | +37.6% | -28.4% | +7.3% |
| 3Y | +57.7% | -6.6% | +64.2% | +60.1% |
| All | +79.1% | -42.5% | +121.6% | +93.3% |
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 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