+1,604.7%
CGNX vs VCLT
+100.6%
+1,504.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | +3.2% | -1.4% | +4.5% | +3.4% |
| 30D | +6.0% | -1.2% | +7.2% | +6.2% |
| 3M | +3.5% | -4.8% | +8.3% | +4.5% |
| 6M | +26.3% | -2.6% | +28.9% | +27.0% |
| YTD | +79.2% | -3.3% | +82.6% | +80.6% |
| 1Y | +43.8% | -4.8% | +48.6% | +45.2% |
| 3Y | +52.0% | +11.5% | +40.4% | +51.3% |
| 5Y | -24.0% | -17.0% | -7.1% | -27.6% |
| 10Y | +189.1% | +16.7% | +172.3% | +213.9% |
| All | +1,604.7% | +100.6% | +1,504.1% | +2,561.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling