+28.1%
CL vs VGT
+133.4%
-105.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -1.4% | +1.8% | -3.2% | -1.4% |
| 30D | -5.2% | -0.3% | -4.9% | -5.2% |
| 3M | +3.3% | +3.4% | -0.1% | +3.3% |
| 6M | -4.4% | +35.0% | -39.4% | -5.1% |
| YTD | +13.9% | +28.8% | -14.8% | +13.1% |
| 1Y | +7.6% | +38.0% | -30.3% | +6.3% |
| 3Y | +29.6% | +125.8% | -96.2% | +19.6% |
| 5Y | +28.1% | +134.7% | -106.7% | +12.2% |
| All | +28.1% | +133.4% | -105.3% | +12.2% |
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