+2,953.7%
CLS vs VGT
+809.1%
+2,144.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -1.4% |
| 7D | +5.0% | -1.0% | +6.0% | +6.2% |
| 30D | +4.8% | -0.4% | +5.2% | +5.9% |
| 3M | -10.4% | +6.6% | -17.0% | -15.0% |
| 6M | +20.8% | +31.0% | -10.2% | -5.8% |
| YTD | +10.0% | +27.2% | -17.2% | -10.9% |
| 1Y | +28.5% | +34.5% | -5.9% | +0.6% |
| 3Y | +1,292.2% | +123.1% | +1,169.1% | +660.1% |
| 5Y | +3,616.8% | +135.1% | +3,481.7% | +1,826.6% |
| All | +2,953.7% | +809.1% | +2,144.6% | +540.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling