+28.6%
VCIT vs CGNX
+193.6%
-165.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.2% |
| 7D | -1.2% | +3.2% | -4.3% | -1.2% |
| 30D | -1.6% | +6.0% | -7.6% | -1.7% |
| 3M | -2.3% | +3.5% | -5.9% | -2.5% |
| 6M | -1.9% | +26.3% | -28.2% | -2.5% |
| YTD | -1.8% | +79.2% | -81.1% | -3.2% |
| 1Y | -1.2% | +43.8% | -45.0% | -2.2% |
| 3Y | +18.1% | +52.0% | -33.9% | +16.2% |
| 5Y | +2.3% | -24.0% | +26.3% | +1.0% |
| All | +28.6% | +193.6% | -165.0% | +26.5% |
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