+558.1%
VRT vs CGNX
+49.8%
+508.4%
-61.3%
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% | +1.8% |
| 7D | -8.4% | +3.2% | -11.5% | -9.6% |
| 30D | -10.9% | +6.0% | -16.9% | -13.0% |
| 3M | -13.7% | +3.5% | -17.2% | -14.4% |
| 6M | -4.1% | +26.3% | -30.4% | -11.8% |
| YTD | +58.7% | +79.2% | -20.5% | +20.4% |
| 1Y | +89.6% | +43.8% | +45.8% | +58.9% |
| 3Y | +558.1% | +52.0% | +506.2% | +442.6% |
| All | +558.1% | +49.8% | +508.4% | +442.6% |
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