+137.9%
VGT vs CGNX
-25.4%
+163.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.1% | -2.9% | -0.1% |
| 7D | -0.2% | +3.2% | -3.3% | -1.2% |
| 30D | -0.4% | +6.0% | -6.4% | -2.5% |
| 3M | +4.4% | +3.5% | +0.9% | +2.7% |
| 6M | +32.1% | +26.3% | +5.8% | +21.6% |
| YTD | +28.8% | +79.2% | -50.5% | +2.0% |
| 1Y | +35.3% | +43.8% | -8.4% | +15.2% |
| 3Y | +124.8% | +52.0% | +72.8% | +75.4% |
| All | +137.9% | -25.4% | +163.3% | +133.7% |
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