+121.7%
CMS vs TECH
+208.1%
-86.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -1.3% | +0.2% | -1.5% | -1.3% |
| 30D | +6.3% | +0.3% | +6.0% | +6.3% |
| 3M | -2.1% | +1.3% | -3.4% | -2.2% |
| 6M | -5.1% | +54.0% | -59.1% | -10.0% |
| YTD | +1.3% | +24.3% | -23.0% | -2.2% |
| 1Y | -1.4% | +25.8% | -27.2% | -5.0% |
| 3Y | +36.9% | +26.0% | +11.0% | +28.8% |
| 5Y | +32.5% | -40.1% | +72.6% | +36.9% |
| All | +121.7% | +208.1% | -86.4% | +87.1% |
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