+177.6%
TECH vs CRL
+241.6%
-64.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +1.3% |
| 7D | +0.2% | -0.6% | +0.7% | +0.4% |
| 30D | +0.1% | +5.0% | -4.8% | -2.7% |
| 3M | +37.5% | +50.6% | -13.1% | +8.9% |
| 6M | +34.6% | +60.9% | -26.4% | +2.4% |
| YTD | +23.5% | +40.7% | -17.3% | +0.5% |
| 1Y | +34.4% | +73.3% | -38.9% | -2.3% |
| 3Y | +2.3% | +40.6% | -38.3% | -20.8% |
| 5Y | -41.7% | -37.0% | -4.7% | -34.5% |
| 10Y | +177.6% | +244.3% | -66.6% | +35.6% |
| All | +177.6% | +241.6% | -64.0% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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