+0.4%
CMS vs TECH
+19.5%
-19.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +4.1% | +0.1% | +4.0% | +4.1% |
| 30D | +10.9% | +0.2% | +10.6% | +10.8% |
| 3M | -0.2% | +1.0% | -1.2% | -0.3% |
| 6M | -4.7% | +33.3% | -38.0% | -5.7% |
| YTD | +3.9% | +24.2% | -20.3% | +2.0% |
| 1Y | +0.4% | +19.7% | -19.4% | -0.8% |
| All | +0.4% | +19.5% | -19.1% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling