+39.7%
VGT vs CMI
+45.0%
-5.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.7% |
| 7D | +1.0% | -0.7% | +1.7% | +1.3% |
| 30D | +1.3% | -13.4% | +14.7% | +6.8% |
| 3M | -1.1% | -17.0% | +15.9% | +5.5% |
| 6M | +32.6% | -1.6% | +34.3% | +31.9% |
| YTD | +29.0% | +11.0% | +18.0% | +22.8% |
| 1Y | +39.7% | +41.9% | -2.2% | +25.1% |
| All | +39.7% | +45.0% | -5.3% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling