+109.6%
VGT vs CMS
+37.9%
+71.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.3% |
| 7D | -1.6% | -0.9% | -0.7% | -1.9% |
| 30D | -12.5% | +7.1% | -19.6% | -10.9% |
| 3M | -7.7% | -1.3% | -6.4% | -7.8% |
| 6M | -0.2% | -2.7% | +2.5% | -0.5% |
| YTD | +19.3% | +2.6% | +16.6% | +20.0% |
| 1Y | +18.2% | -2.0% | +20.2% | +18.1% |
| 3Y | +109.6% | +39.6% | +70.0% | +113.5% |
| All | +109.6% | +37.9% | +71.7% | +113.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling