+526.2%
TECH vs CRL
+1,379.5%
-853.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | +0.6% |
| 7D | +0.1% | -1.0% | +1.1% | +0.5% |
| 30D | +0.7% | +10.7% | -9.9% | -3.6% |
| 3M | +36.3% | +55.3% | -18.9% | +13.1% |
| 6M | +25.6% | +60.7% | -35.1% | +2.6% |
| YTD | +23.7% | +44.6% | -20.9% | +5.1% |
| 1Y | +37.6% | +77.7% | -40.1% | +7.7% |
| 3Y | -6.6% | +37.6% | -44.2% | -21.5% |
| 5Y | -42.2% | -35.8% | -6.4% | -37.2% |
| 10Y | +187.6% | +241.7% | -54.2% | +73.0% |
| All | +526.2% | +1,379.5% | -853.3% | +134.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling