+162.3%
CVE vs TECH
+187.6%
-25.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +16.7% | +0.7% | +16.0% | +16.5% |
| 3M | +9.3% | +36.3% | -27.1% | +0.9% |
| 6M | +43.6% | +25.6% | +18.0% | +33.6% |
| YTD | +93.6% | +23.7% | +69.9% | +79.9% |
| 1Y | +98.8% | +37.6% | +61.1% | +77.5% |
| 3Y | +73.6% | -6.6% | +80.2% | +66.4% |
| 5Y | +312.5% | -42.2% | +354.7% | +349.7% |
| All | +162.3% | +187.6% | -25.3% | +60.7% |
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 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