+0.4%
CMS vs TECH
+34.5%
-34.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | +1.2% | +0.2% | +1.0% | +1.2% |
| 30D | -3.2% | +0.1% | -3.3% | -3.2% |
| 3M | -2.2% | +37.5% | -39.7% | -2.8% |
| 6M | -9.4% | +34.6% | -44.0% | -10.2% |
| YTD | +0.7% | +23.5% | -22.8% | -0.2% |
| 1Y | +0.4% | +34.4% | -34.0% | +0.4% |
| All | +0.4% | +34.5% | -34.2% | +0.4% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling