-38.0%
VG vs CGNX
+55.2%
-93.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.2% | +2.2% |
| 7D | -2.5% | +3.6% | -6.1% | -2.8% |
| 30D | +11.1% | -6.8% | +17.9% | +11.7% |
| 3M | +14.9% | -0.1% | +15.0% | +13.7% |
| 6M | +18.4% | +26.2% | -7.8% | +10.1% |
| YTD | +116.6% | +73.7% | +42.9% | +70.7% |
| 1Y | +9.4% | +40.4% | -31.0% | -3.1% |
| All | -38.0% | +55.2% | -93.2% | -57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling