+2,235.4%
VGT vs CMI
+6,912.0%
-4,676.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.7% |
| 7D | -1.0% | +0.8% | -1.9% | -1.4% |
| 30D | -0.4% | -12.8% | +12.3% | +4.7% |
| 3M | +6.6% | -12.4% | +19.1% | +11.7% |
| 6M | +31.0% | -0.9% | +31.9% | +30.4% |
| YTD | +27.2% | +8.9% | +18.4% | +21.8% |
| 1Y | +34.5% | +37.7% | -3.2% | +17.4% |
| 3Y | +123.1% | +148.9% | -25.7% | +55.0% |
| 5Y | +135.1% | +164.4% | -29.3% | +58.4% |
| 10Y | +803.4% | +506.9% | +296.4% | +339.1% |
| All | +2,235.4% | +6,912.0% | -4,676.6% | +336.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling