+379.1%
V vs CGNX
+193.6%
+185.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | -0.1% |
| 7D | -1.2% | +3.2% | -4.4% | -1.9% |
| 30D | +3.1% | +6.0% | -2.9% | +1.4% |
| 3M | +16.3% | +3.5% | +12.8% | +14.2% |
| 6M | +20.4% | +26.3% | -5.9% | +11.6% |
| YTD | +6.3% | +79.2% | -73.0% | -12.3% |
| 1Y | +8.7% | +43.8% | -35.1% | -5.8% |
| 3Y | +53.3% | +52.0% | +1.4% | +23.7% |
| 5Y | +71.1% | -24.0% | +95.1% | +67.9% |
| All | +379.1% | +193.6% | +185.5% | +204.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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