+47.8%
VMC vs CGNX
-25.4%
+73.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | -0.1% |
| 7D | -3.8% | +3.2% | -6.9% | -4.5% |
| 30D | -9.7% | +6.0% | -15.7% | -11.0% |
| 3M | -9.6% | +3.5% | -13.2% | -11.1% |
| 6M | -4.8% | +26.3% | -31.1% | -11.2% |
| YTD | -10.9% | +79.2% | -90.1% | -25.1% |
| 1Y | -15.6% | +43.8% | -59.4% | -25.5% |
| 3Y | +19.3% | +52.0% | -32.6% | -0.9% |
| All | +47.8% | -25.4% | +73.2% | +44.9% |
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