+20.5%
VEA vs CGNX
+31.4%
-10.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -8.7% | +10.8% | +3.1% |
| 7D | +0.7% | -9.2% | +9.9% | +1.8% |
| 30D | -0.4% | -17.6% | +17.1% | +1.8% |
| 3M | -1.7% | -25.7% | +24.0% | +1.6% |
| 6M | +5.1% | -5.5% | +10.6% | +5.6% |
| YTD | +14.4% | +48.1% | -33.7% | +10.0% |
| 1Y | +20.5% | +33.5% | -13.0% | +19.1% |
| All | +20.5% | +31.4% | -10.9% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling