+148.6%
CVE vs TECH
+187.9%
-39.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | +5.9% | +0.1% | +5.8% | +5.9% |
| 30D | -10.9% | +0.5% | -11.4% | -11.0% |
| 3M | -4.5% | +1.1% | -5.6% | -4.8% |
| 6M | -1.0% | +62.8% | -63.8% | -12.6% |
| YTD | +74.7% | +24.5% | +50.3% | +62.1% |
| 1Y | +65.8% | +20.6% | +45.2% | +54.9% |
| 3Y | +73.2% | +29.5% | +43.7% | +50.0% |
| 5Y | +155.6% | -40.9% | +196.5% | +177.7% |
| All | +148.6% | +187.9% | -39.3% | +56.2% |
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