+4,100.0%
CMG vs TECH
+484.2%
+3,615.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | +7.1% | +0.7% | +6.4% | +6.9% |
| 3M | +31.2% | +36.3% | -5.2% | +17.9% |
| 6M | +0.7% | +25.6% | -24.9% | -8.4% |
| YTD | -0.1% | +23.7% | -23.8% | -8.8% |
| 1Y | -10.7% | +37.6% | -48.4% | -21.8% |
| 3Y | -4.7% | -6.6% | +1.9% | -10.2% |
| 5Y | -3.8% | -42.2% | +38.5% | +6.5% |
| 10Y | +352.5% | +187.6% | +164.9% | +155.0% |
| All | +4,100.0% | +484.2% | +3,615.8% | +1,453.6% |
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