-3.1%
CMS vs TECH
+26.8%
-29.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -0.9% | +0.2% | -1.1% | -0.9% |
| 30D | +7.1% | +0.5% | +6.6% | +7.0% |
| 3M | -1.3% | +0.9% | -2.1% | -1.3% |
| 6M | -2.7% | +51.0% | -53.7% | -4.0% |
| YTD | +2.6% | +24.4% | -21.8% | +0.5% |
| All | -3.1% | +26.8% | -29.9% | -5.7% |
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 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