+1,158.5%
CGNX vs VYM
+488.1%
+670.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.7% | +3.4% | +3.2% |
| 7D | +3.2% | -0.8% | +4.0% | +4.2% |
| 30D | +6.0% | -2.2% | +8.2% | +9.1% |
| 3M | +3.5% | +3.1% | +0.5% | -0.4% |
| 6M | +26.3% | +9.7% | +16.6% | +12.9% |
| YTD | +79.2% | +14.9% | +64.4% | +50.9% |
| 1Y | +43.8% | +17.6% | +26.2% | +18.1% |
| 3Y | +52.0% | +65.3% | -13.4% | -16.8% |
| 5Y | -24.0% | +78.7% | -102.8% | -61.8% |
| 10Y | +189.1% | +208.2% | -19.1% | -23.3% |
| All | +1,158.5% | +488.1% | +670.4% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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