+37.6%
VGT vs CMS
-0.2%
+37.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.5% |
| 7D | +1.5% | +0.2% | +1.3% | +1.5% |
| 30D | +0.5% | -1.3% | +1.8% | +0.1% |
| 3M | +5.3% | -5.4% | +10.6% | +2.6% |
| 6M | +32.4% | -10.3% | +42.8% | +28.3% |
| YTD | +28.6% | -0.2% | +28.8% | +28.0% |
| 1Y | +37.6% | -0.9% | +38.5% | +37.2% |
| All | +37.6% | -0.2% | +37.9% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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