+196.7%
TECH vs CRL
+400.8%
-204.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.6% | -2.4% |
| 7D | +0.2% | +4.4% | -4.2% | -2.6% |
| 30D | +0.5% | +17.1% | -16.6% | -8.9% |
| 3M | +0.9% | +32.1% | -31.2% | -15.0% |
| 6M | +51.0% | +98.9% | -47.9% | +0.9% |
| YTD | +24.4% | +77.1% | -52.8% | -12.2% |
| 1Y | +27.6% | +110.3% | -82.7% | -17.9% |
| 3Y | +29.9% | +108.5% | -78.6% | -19.7% |
| 5Y | -40.6% | -7.9% | -32.8% | -46.0% |
| 10Y | +196.7% | +368.9% | -172.2% | +22.5% |
| All | +196.7% | +400.8% | -204.1% | +22.5% |
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