+2,088.6%
VGT vs CP
+2,291.0%
-202.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.2% | +2.3% |
| 7D | -1.6% | +2.8% | -4.4% | -2.8% |
| 30D | -12.5% | +11.3% | -23.8% | -16.6% |
| 3M | -7.7% | +2.9% | -10.5% | -9.1% |
| 6M | -0.2% | +9.8% | -9.9% | -4.8% |
| YTD | +19.3% | +28.5% | -9.3% | +5.5% |
| 1Y | +18.2% | +33.5% | -15.3% | +2.8% |
| 3Y | +109.6% | +31.9% | +77.7% | +80.8% |
| 5Y | +105.5% | +25.5% | +80.0% | +79.6% |
| 10Y | +716.4% | +257.6% | +458.8% | +354.0% |
| All | +2,088.6% | +2,291.0% | -202.4% | +423.8% |
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