-21.5%
CGNX vs VSXY
+37.5%
-59.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +1.0% | +3.6% |
| 7D | +3.2% | +0.1% | +3.0% | +3.1% |
| 30D | +6.0% | -18.7% | +24.7% | +9.2% |
| 3M | +3.5% | -4.0% | +7.5% | +3.3% |
| 6M | +26.3% | +67.5% | -41.2% | +12.1% |
| YTD | +79.2% | +39.7% | +39.6% | +63.5% |
| 1Y | +43.8% | +180.0% | -136.2% | +15.3% |
| 3Y | +52.0% | +337.3% | -285.3% | +5.7% |
| 5Y | -24.0% | +22.7% | -46.7% | -38.4% |
| All | -21.5% | +37.5% | -59.0% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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