+19.1%
VCIT vs CGNX
+44.3%
-25.2%
-4.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -0.2% | +3.2% | -3.4% | -0.3% |
| 30D | -0.5% | -3.7% | +3.2% | -0.5% |
| 3M | -0.9% | +1.0% | -2.0% | -1.0% |
| 6M | -1.9% | +22.1% | -24.0% | -2.5% |
| YTD | -1.0% | +72.7% | -73.7% | -2.4% |
| 1Y | +0.2% | +40.4% | -40.1% | -0.8% |
| All | +19.1% | +44.3% | -25.2% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling