+161.1%
VEA vs CGNX
+193.6%
-32.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.0% | +0.2% |
| 7D | -1.5% | +3.2% | -4.6% | -2.1% |
| 30D | -0.8% | +6.0% | -6.8% | -2.3% |
| 3M | +2.5% | +3.5% | -1.1% | +1.1% |
| 6M | +11.1% | +26.3% | -15.2% | +4.7% |
| YTD | +17.2% | +79.2% | -62.1% | +0.1% |
| 1Y | +24.5% | +43.8% | -19.3% | +11.2% |
| 3Y | +75.4% | +52.0% | +23.5% | +48.6% |
| 5Y | +61.1% | -24.0% | +85.1% | +58.0% |
| All | +161.1% | +193.6% | -32.5% | +80.0% |
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