+322.0%
CMG vs VGT
+820.0%
-498.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.6% |
| 7D | -2.1% | -0.2% | -1.9% | -2.0% |
| 30D | +10.9% | -0.4% | +11.3% | +10.9% |
| 3M | +15.8% | +4.4% | +11.4% | +11.3% |
| 6M | +6.9% | +32.1% | -25.1% | -13.5% |
| YTD | -2.2% | +28.8% | -30.9% | -19.7% |
| 1Y | -7.1% | +35.3% | -42.4% | -26.6% |
| 3Y | -7.1% | +124.8% | -131.9% | -50.7% |
| 5Y | -4.8% | +137.9% | -142.7% | -52.0% |
| All | +322.0% | +820.0% | -498.0% | +22.0% |
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