+2,263.5%
VGT vs CGNX
+937.3%
+1,326.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.6% |
| 6M | +32.1% | +26.3% | +5.8% | +21.2% |
| YTD | +28.8% | +79.2% | -50.5% | +1.8% |
| 1Y | +35.3% | +43.8% | -8.4% | +14.3% |
| 3Y | +124.8% | +52.0% | +72.8% | +77.9% |
| 5Y | +137.9% | -24.0% | +162.0% | +132.6% |
| 10Y | +814.2% | +189.1% | +625.2% | +450.5% |
| All | +2,263.5% | +937.3% | +1,326.2% | +628.0% |
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