+52.0%
CGNX vs VCLT
+11.4%
+40.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | +3.2% | -1.4% | +4.5% | +4.6% |
| 30D | +6.0% | -1.2% | +7.2% | +7.1% |
| 3M | +3.5% | -4.8% | +8.3% | +8.7% |
| 6M | +26.3% | -2.6% | +28.9% | +30.0% |
| YTD | +79.2% | -3.3% | +82.6% | +86.5% |
| 1Y | +43.8% | -4.8% | +48.6% | +51.5% |
| 3Y | +52.0% | +11.5% | +40.4% | +45.3% |
| All | +52.0% | +11.4% | +40.6% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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