-0.6%
TECH vs CRL
+42.4%
-43.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | +0.9% |
| 7D | +0.1% | -1.0% | +1.1% | +0.6% |
| 30D | +0.7% | +10.7% | -9.9% | -5.1% |
| 3M | +36.3% | +55.3% | -18.9% | +4.9% |
| 6M | +25.6% | +60.7% | -35.1% | -5.6% |
| YTD | +23.7% | +44.6% | -20.9% | -1.9% |
| 1Y | +37.6% | +77.7% | -40.1% | -3.0% |
| All | -0.6% | +42.4% | -43.0% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling