+100.3%
CB vs VGT
+133.8%
-33.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | +0.5% | +1.0% | -0.5% | +0.4% |
| 30D | -3.1% | +1.3% | -4.4% | -3.2% |
| 3M | +9.0% | -1.1% | +10.1% | +9.0% |
| 6M | +2.9% | +32.6% | -29.8% | -1.5% |
| YTD | +10.1% | +29.0% | -18.9% | +5.8% |
| 1Y | +22.8% | +39.7% | -16.9% | +16.0% |
| 3Y | +73.8% | +120.9% | -47.1% | +44.3% |
| All | +100.3% | +133.8% | -33.5% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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