-33.5%
VG vs CGNX
+60.2%
-93.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | +1.6% |
| 7D | +9.6% | +3.2% | +6.4% | +9.3% |
| 30D | +15.2% | +6.0% | +9.2% | +14.5% |
| 3M | +24.1% | +3.5% | +20.5% | +22.5% |
| 6M | +27.2% | +26.3% | +0.9% | +19.0% |
| YTD | +132.3% | +79.2% | +53.1% | +82.6% |
| 1Y | +15.7% | +43.8% | -28.1% | +2.6% |
| All | -33.5% | +60.2% | -93.7% | -54.8% |
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