+501.7%
VGT vs CLBK
+66.9%
+434.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | +1.8% | +1.1% | +0.7% | +1.5% |
| 30D | -0.3% | +7.8% | -8.1% | -2.6% |
| 3M | +3.4% | +23.9% | -20.5% | -3.3% |
| 6M | +35.0% | +42.3% | -7.3% | +21.0% |
| YTD | +28.8% | +65.4% | -36.6% | +9.9% |
| 1Y | +38.0% | +70.3% | -32.3% | +16.2% |
| 3Y | +125.8% | +54.5% | +71.3% | +90.8% |
| 5Y | +134.7% | +43.1% | +91.6% | +92.5% |
| All | +501.7% | +66.9% | +434.8% | +371.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 all: compounded portfolio wealth divided by compounded CLBK 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…
all analysis · Full analysis span regression · 6 months rolling