+89.9%
CVE vs TECH
+408.3%
-318.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.8% |
| 6M | +43.6% | +25.6% | +18.0% | +31.4% |
| YTD | +93.6% | +23.7% | +69.9% | +76.8% |
| 1Y | +98.8% | +37.6% | +61.1% | +73.3% |
| 3Y | +73.6% | -6.6% | +80.2% | +64.1% |
| 5Y | +312.5% | -42.2% | +354.7% | +349.1% |
| 10Y | +161.0% | +187.6% | -26.5% | +30.9% |
| All | +89.9% | +408.3% | -318.4% | -39.2% |
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 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