-5.7%
CMG vs TECH
-42.1%
+36.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -6.5% | -0.1% | -6.4% | -6.4% |
| 30D | +12.1% | +0.3% | +11.8% | +12.0% |
| 3M | +20.6% | +32.9% | -12.4% | +12.0% |
| 6M | +2.1% | +32.1% | -30.0% | -6.0% |
| YTD | -2.6% | +23.4% | -26.0% | -8.8% |
| 1Y | -8.7% | +34.1% | -42.8% | -16.5% |
| 3Y | -7.4% | +2.2% | -9.6% | -13.2% |
| 5Y | -5.7% | -41.8% | +36.1% | +9.0% |
| All | -5.7% | -42.1% | +36.5% | +9.0% |
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