-24.5%
CGNX vs VO
+42.1%
-66.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.3% | +3.0% |
| 7D | +3.2% | -1.5% | +4.7% | +5.5% |
| 30D | +6.0% | -3.0% | +9.0% | +10.9% |
| 3M | +3.5% | +2.8% | +0.7% | 0.0% |
| 6M | +26.3% | +10.9% | +15.4% | +10.5% |
| YTD | +79.2% | +12.5% | +66.8% | +53.4% |
| 1Y | +43.8% | +12.0% | +31.8% | +24.6% |
| 3Y | +52.0% | +56.3% | -4.3% | -13.9% |
| All | -24.5% | +42.1% | -66.6% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling