+71.0%
CME vs TECH
-40.1%
+111.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +0.9% | +0.2% | +0.7% | +0.9% |
| 30D | +13.2% | +0.3% | +12.8% | +13.2% |
| 3M | +16.3% | +1.3% | +14.9% | +16.2% |
| 6M | +7.1% | +54.0% | -46.8% | +5.4% |
| YTD | +15.8% | +24.3% | -8.5% | +14.8% |
| 1Y | +17.1% | +25.8% | -8.7% | +15.8% |
| 3Y | +63.2% | +26.0% | +37.2% | +57.1% |
| All | +71.0% | -40.1% | +111.1% | +87.0% |
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