-44.6%
VG vs CGNX
+24.7%
-69.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.7% |
| 7D | +14.0% | +4.7% | +9.3% | +13.3% |
| 30D | -1.0% | -12.7% | +11.7% | +0.5% |
| 3M | -2.7% | -18.7% | +16.0% | -0.6% |
| 6M | +1.5% | -21.2% | +22.7% | +2.9% |
| YTD | +93.7% | +39.6% | +54.1% | +56.3% |
| 1Y | +68.5% | +35.6% | +33.0% | +37.7% |
| All | -44.6% | +24.7% | -69.3% | -61.3% |
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