+19,506.8%
CMI vs TECH
+100,886.3%
-81,379.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +1.9% | +0.2% | +1.7% | +1.9% |
| 30D | -12.5% | +0.1% | -12.7% | -12.5% |
| 3M | -16.2% | +37.5% | -53.7% | -21.0% |
| 6M | +4.9% | +34.6% | -29.7% | -1.7% |
| YTD | +11.1% | +23.5% | -12.3% | +5.7% |
| 1Y | +43.4% | +34.4% | +9.0% | +33.8% |
| 3Y | +154.1% | +2.3% | +151.8% | +144.9% |
| 5Y | +169.5% | -41.7% | +211.2% | +180.9% |
| 10Y | +503.8% | +177.6% | +326.1% | +378.7% |
| All | +19,506.8% | +100,886.3% | -81,379.4% | +10,942.5% |
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