+185.8%
CGNX vs VO
+200.3%
-14.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.3% | +3.0% |
| 7D | +3.2% | -1.5% | +4.7% | +5.4% |
| 30D | +6.0% | -3.0% | +9.0% | +10.7% |
| 3M | +3.5% | +2.8% | +0.7% | +0.2% |
| 6M | +26.3% | +10.9% | +15.4% | +11.0% |
| YTD | +79.2% | +12.5% | +66.8% | +54.2% |
| 1Y | +43.8% | +12.0% | +31.8% | +25.3% |
| 3Y | +52.0% | +56.3% | -4.3% | -13.2% |
| 5Y | -24.0% | +42.9% | -67.0% | -50.2% |
| All | +185.8% | +200.3% | -14.4% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling