-40.6%
TECH vs CPB
-33.2%
-7.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.1% | -0.5% |
| 7D | +0.1% | -1.6% | +1.7% | +0.4% |
| 30D | +0.5% | +19.2% | -18.7% | -2.7% |
| 3M | +1.1% | -1.0% | +2.1% | +1.1% |
| 6M | +62.8% | +15.2% | +47.6% | +57.6% |
| YTD | +24.5% | -13.1% | +37.6% | +26.6% |
| 1Y | +20.6% | -22.4% | +43.1% | +25.3% |
| 3Y | +29.5% | -35.3% | +64.8% | +37.9% |
| All | -40.6% | -33.2% | -7.4% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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