+115.2%
CMS vs TECH
+187.0%
-71.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | -3.6% | +0.7% | -4.3% | -3.7% |
| 3M | -1.9% | +36.3% | -38.3% | -5.6% |
| 6M | -11.0% | +25.6% | -36.5% | -14.0% |
| YTD | +0.2% | +23.7% | -23.5% | -3.2% |
| 1Y | -1.3% | +37.6% | -39.0% | -6.3% |
| 3Y | +35.9% | -6.6% | +42.5% | +33.6% |
| 5Y | +23.1% | -42.2% | +65.3% | +27.8% |
| All | +115.2% | +187.0% | -71.8% | +71.0% |
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