+29.3%
TECH vs CRL
+97.9%
-68.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | +0.4% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +0.4% | +11.9% | -11.5% | -6.8% |
| 3M | +1.0% | +20.2% | -19.2% | -10.6% |
| 6M | +62.7% | +107.5% | -44.9% | +4.4% |
| YTD | +24.3% | +69.4% | -45.1% | -11.2% |
| 1Y | +20.5% | +99.7% | -79.2% | -21.5% |
| 3Y | +29.3% | +98.8% | -69.4% | -20.8% |
| All | +29.3% | +97.9% | -68.6% | -20.8% |
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