+165.0%
CMI vs TECH
-43.3%
+208.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | -0.7% | -0.4% | -0.3% | -0.6% |
| 30D | -12.4% | 0.0% | -12.3% | -12.4% |
| 3M | -14.8% | +33.7% | -48.4% | -20.7% |
| 6M | +0.8% | +34.9% | -34.1% | -7.9% |
| YTD | +10.2% | +23.2% | -13.0% | +3.2% |
| 1Y | +37.4% | +36.3% | +1.1% | +24.5% |
| 3Y | +153.3% | +2.3% | +151.0% | +139.8% |
| All | +165.0% | -43.3% | +208.3% | +168.3% |
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