+123.5%
CMS vs TECH
+208.1%
-84.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -0.5% | +0.2% | -0.7% | -0.5% |
| 30D | +7.2% | +0.3% | +6.8% | +7.1% |
| 3M | -1.3% | +1.3% | -2.6% | -1.4% |
| 6M | -4.3% | +54.0% | -58.3% | -9.3% |
| YTD | +2.1% | +24.3% | -22.2% | -1.4% |
| 1Y | -0.6% | +25.8% | -26.4% | -4.2% |
| 3Y | +38.0% | +26.0% | +12.1% | +29.8% |
| 5Y | +33.6% | -40.1% | +73.7% | +38.0% |
| All | +123.5% | +208.1% | -84.6% | +88.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling