-100.0%
VIVK vs CGNX
+193.6%
-293.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +4.1% | -11.5% | -8.1% |
| 7D | -4.4% | +3.2% | -7.5% | -5.0% |
| 30D | -40.8% | +6.0% | -46.8% | -41.5% |
| 3M | -94.1% | +3.5% | -97.7% | -94.3% |
| 6M | -98.2% | +26.3% | -124.5% | -98.3% |
| YTD | -98.0% | +79.2% | -177.3% | -98.3% |
| 1Y | -100.0% | +43.8% | -143.8% | -100.0% |
| 3Y | -100.0% | +52.0% | -151.9% | -100.0% |
| 5Y | -100.0% | -24.0% | -76.0% | -100.0% |
| All | -100.0% | +193.6% | -293.6% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling