-24.5%
CGNX vs VEU
+55.0%
-79.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.0% | +3.1% | +2.7% |
| 7D | +3.2% | -1.4% | +4.6% | +5.2% |
| 30D | +6.0% | -0.4% | +6.4% | +6.7% |
| 3M | +3.5% | +2.5% | +1.0% | +0.7% |
| 6M | +26.3% | +11.1% | +15.1% | +10.7% |
| YTD | +79.2% | +16.5% | +62.7% | +46.6% |
| 1Y | +43.8% | +22.9% | +20.9% | +10.0% |
| 3Y | +52.0% | +73.4% | -21.5% | -25.9% |
| All | -24.5% | +55.0% | -79.4% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 5y: compounded portfolio wealth divided by compounded VEU 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…
5y analysis · Full analysis span regression · 6 months rolling