-42.4%
TECH vs CPB
-39.5%
-2.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.6% |
| 7D | +0.1% | -8.6% | +8.7% | +1.7% |
| 30D | +0.7% | -7.2% | +8.0% | +2.0% |
| 3M | +36.3% | +0.9% | +35.5% | +35.4% |
| 6M | +25.6% | -11.8% | +37.4% | +27.6% |
| YTD | +23.7% | -19.4% | +43.1% | +27.7% |
| 1Y | +37.6% | -30.4% | +68.0% | +46.0% |
| 3Y | -6.6% | -40.2% | +33.6% | +1.1% |
| All | -42.4% | -39.5% | -2.9% | -37.1% |
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