+32.4%
VGT vs CAG
-17.4%
+49.8%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.4% |
| 7D | +1.5% | -6.6% | +8.1% | -0.1% |
| 30D | +0.5% | +2.3% | -1.8% | +1.0% |
| 3M | +5.3% | +16.3% | -11.0% | +9.4% |
| 6M | +32.4% | -16.0% | +48.5% | +38.9% |
| All | +32.4% | -17.4% | +49.8% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 6mo: compounded portfolio wealth divided by compounded CAG 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…
6mo analysis · Full analysis span regression · 6 months rolling