-34.8%
VG vs CGNX
+53.8%
-88.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | +7.0% | +1.5% | +5.6% | +6.9% |
| 30D | +17.2% | -1.8% | +19.0% | +17.3% |
| 3M | +16.8% | +5.3% | +11.5% | +14.7% |
| 6M | +36.3% | +22.3% | +14.0% | +27.8% |
| YTD | +127.9% | +72.2% | +55.7% | +79.8% |
| 1Y | +11.7% | +39.8% | -28.1% | -1.1% |
| All | -34.8% | +53.8% | -88.6% | -55.5% |
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 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