+7,496.8%
CME vs TECH
+1,088.7%
+6,408.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +1.7% | +0.2% | +1.4% | +1.6% |
| 30D | +10.2% | +0.5% | +9.7% | +10.0% |
| 3M | +17.8% | +1.1% | +16.7% | +17.5% |
| 6M | +11.0% | +51.0% | -40.0% | -0.9% |
| YTD | +17.0% | +24.4% | -7.3% | +7.9% |
| 1Y | +15.8% | +27.4% | -11.7% | +5.8% |
| 3Y | +61.8% | +28.5% | +33.3% | +37.5% |
| 5Y | +72.5% | -40.9% | +113.4% | +83.4% |
| 10Y | +288.0% | +192.5% | +95.5% | +109.5% |
| All | +7,496.8% | +1,088.7% | +6,408.1% | +2,741.0% |
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 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