-41.2%
TECH vs CRL
-10.4%
-30.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.8% | -7.7% | -4.0% |
| 7D | +0.2% | -6.1% | +6.3% | +2.9% |
| 30D | +0.3% | +12.4% | -12.0% | -7.3% |
| 3M | +1.3% | +27.1% | -25.8% | -13.4% |
| 6M | +54.0% | +85.7% | -31.8% | +4.8% |
| YTD | +24.3% | +69.2% | -44.9% | -11.5% |
| 1Y | +25.8% | +97.5% | -71.7% | -18.1% |
| 3Y | +26.0% | +86.1% | -60.1% | -19.1% |
| All | -41.2% | -10.4% | -30.8% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling