+135.5%
CVE vs TECH
+190.5%
-55.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -10.0% | +0.2% | -10.2% | -10.0% |
| 30D | -11.9% | +0.5% | -12.3% | -11.9% |
| 3M | -5.9% | +1.1% | -7.0% | -6.2% |
| 6M | -1.6% | +51.0% | -52.6% | -11.5% |
| YTD | +66.3% | +24.4% | +41.9% | +54.3% |
| 1Y | +57.5% | +27.4% | +30.1% | +44.9% |
| 3Y | +65.4% | +28.5% | +36.9% | +43.6% |
| 5Y | +144.2% | -40.9% | +185.0% | +165.1% |
| 10Y | +135.5% | +192.5% | -57.0% | +50.0% |
| All | +135.5% | +190.5% | -55.0% | +50.0% |
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