+192.7%
VSH vs CGNX
+193.6%
-0.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.1% | +2.0% | +4.1% |
| 7D | +4.8% | +3.2% | +1.6% | +3.2% |
| 30D | -0.7% | +6.0% | -6.7% | -3.4% |
| 3M | -43.1% | +3.5% | -46.6% | -43.3% |
| 6M | +91.8% | +26.3% | +65.5% | +73.9% |
| YTD | +131.6% | +79.2% | +52.4% | +67.5% |
| 1Y | +118.1% | +43.8% | +74.3% | +75.5% |
| 3Y | +40.9% | +52.0% | -11.1% | +5.5% |
| 5Y | +75.8% | -24.0% | +99.8% | +76.2% |
| All | +192.7% | +193.6% | -0.9% | +54.5% |
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