+225.7%
VIK vs CGNX
+57.8%
+167.9%
-35.4%
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% | +0.2% |
| 7D | -0.9% | +3.2% | -4.1% | -1.7% |
| 30D | -18.4% | +6.0% | -24.4% | -19.7% |
| 3M | -8.8% | +3.5% | -12.3% | -10.2% |
| 6M | +17.1% | +26.3% | -9.2% | +9.4% |
| YTD | +19.0% | +79.2% | -60.2% | -0.3% |
| 1Y | +30.1% | +43.8% | -13.7% | +15.1% |
| All | +225.7% | +57.8% | +167.9% | +148.7% |
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 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