+322.0%
CMG vs TECH
+189.9%
+132.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -2.1% | -0.4% | -1.6% | -1.9% |
| 30D | +10.9% | 0.0% | +10.9% | +10.9% |
| 3M | +15.8% | +33.7% | -17.8% | +6.2% |
| 6M | +6.9% | +34.9% | -28.0% | -3.5% |
| YTD | -2.2% | +23.2% | -25.3% | -9.5% |
| 1Y | -7.1% | +36.3% | -43.4% | -16.9% |
| 3Y | -7.1% | +2.3% | -9.4% | -14.4% |
| 5Y | -4.8% | -42.9% | +38.1% | +6.8% |
| All | +322.0% | +189.9% | +132.1% | +173.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling