+4.1%
VCIT vs CGNX
-37.5%
+41.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | -1.4% | +4.7% | -6.1% | -1.6% |
| 30D | +0.6% | -12.7% | +13.2% | +1.0% |
| 3M | -2.2% | -18.7% | +16.5% | -1.7% |
| 6M | -2.3% | -21.2% | +18.9% | -1.8% |
| YTD | -2.2% | +39.6% | -41.8% | -4.1% |
| 1Y | -1.4% | +35.6% | -36.9% | -3.2% |
| 3Y | +18.7% | +44.7% | -26.0% | +14.5% |
| All | +4.1% | -37.5% | +41.5% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling