+292.2%
VIAV vs CGNX
+49.8%
+242.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.1% | -0.5% | +2.2% |
| 7D | +11.2% | +3.2% | +8.0% | +10.0% |
| 30D | -10.1% | +6.0% | -16.1% | -11.6% |
| 3M | -22.9% | +3.5% | -26.4% | -23.2% |
| 6M | +28.8% | +26.3% | +2.5% | +22.2% |
| YTD | +117.5% | +79.2% | +38.2% | +85.9% |
| 1Y | +216.1% | +43.8% | +172.3% | +181.7% |
| 3Y | +292.2% | +52.0% | +240.3% | +200.8% |
| All | +292.2% | +49.8% | +242.4% | +200.8% |
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 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