+43.0%
CNH vs TECH
+304.0%
-261.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | +4.5% | +0.2% | +4.3% | +4.4% |
| 30D | +7.6% | +0.5% | +7.1% | +7.5% |
| 3M | +17.0% | +1.1% | +15.9% | +16.6% |
| 6M | +12.9% | +51.0% | -38.1% | -2.8% |
| YTD | +34.3% | +24.4% | +9.9% | +21.2% |
| 1Y | +28.5% | +27.4% | +1.1% | +14.9% |
| 3Y | +31.9% | +28.5% | +3.4% | +12.2% |
| 5Y | -9.6% | -40.9% | +31.3% | -0.1% |
| 10Y | +106.3% | +192.5% | -86.2% | +18.5% |
| All | +43.0% | +304.0% | -261.0% | -24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling