+2,267.4%
VGT vs CP
+2,224.1%
+43.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +1.0% | -2.7% | +3.7% | +2.1% |
| 30D | +1.3% | +0.2% | +1.1% | +1.1% |
| 3M | -1.1% | +2.6% | -3.7% | -2.6% |
| 6M | +32.6% | +6.0% | +26.7% | +28.5% |
| YTD | +29.0% | +24.9% | +4.1% | +15.8% |
| 1Y | +39.7% | +20.1% | +19.6% | +27.3% |
| 3Y | +120.9% | +16.4% | +104.5% | +101.5% |
| 5Y | +133.6% | +31.7% | +101.8% | +100.2% |
| 10Y | +792.6% | +223.9% | +568.7% | +417.2% |
| All | +2,267.4% | +2,224.1% | +43.3% | +475.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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