+105.1%
CTVA vs TECH
-42.1%
+147.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | -5.8% | -0.1% | -5.7% | -5.8% |
| 30D | +11.1% | +0.3% | +10.8% | +11.0% |
| 3M | +13.2% | +32.9% | -19.7% | +7.9% |
| 6M | +8.7% | +32.1% | -23.3% | +3.0% |
| YTD | +27.3% | +23.4% | +3.9% | +21.7% |
| 1Y | +18.0% | +34.1% | -16.1% | +10.4% |
| 3Y | +76.5% | +2.2% | +74.3% | +70.2% |
| 5Y | +105.1% | -41.8% | +146.9% | +108.6% |
| All | +105.1% | -42.1% | +147.2% | +108.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling