+2,060.0%
VGT vs CMS
+1,404.2%
+655.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -4.1% | +0.5% | -4.6% | -4.3% |
| 30D | -13.6% | +7.4% | -21.1% | -16.2% |
| 3M | -8.0% | +1.9% | -9.8% | -8.9% |
| 6M | -1.5% | -2.3% | +0.9% | -1.5% |
| YTD | +17.7% | +3.0% | +14.7% | +14.7% |
| 1Y | +13.8% | -2.8% | +16.6% | +13.5% |
| 3Y | +101.6% | +37.9% | +63.7% | +69.2% |
| 5Y | +106.7% | +34.0% | +72.7% | +72.5% |
| 10Y | +717.0% | +138.1% | +578.9% | +401.4% |
| All | +2,060.0% | +1,404.2% | +655.8% | +424.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling