+38.3%
CMS vs TECH
+29.5%
+8.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | +6.6% | +0.3% | +6.2% | +6.5% |
| 3M | +0.8% | +1.0% | -0.2% | +0.8% |
| 6M | -3.3% | +54.0% | -57.3% | -5.8% |
| YTD | +2.7% | +24.3% | -21.6% | +1.0% |
| 1Y | -4.0% | +23.7% | -27.7% | -5.7% |
| All | +38.3% | +29.5% | +8.9% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling