+73.1%
VSH vs CGNX
-25.4%
+98.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.1% | +2.0% | +4.2% |
| 7D | +4.8% | +3.2% | +1.6% | +3.3% |
| 30D | -0.7% | +6.0% | -6.7% | -3.3% |
| 3M | -43.1% | +3.5% | -46.6% | -43.3% |
| 6M | +91.8% | +26.3% | +65.5% | +75.8% |
| YTD | +131.6% | +79.2% | +52.4% | +72.7% |
| 1Y | +118.1% | +43.8% | +74.3% | +80.4% |
| 3Y | +40.9% | +52.0% | -11.1% | +6.0% |
| All | +73.1% | -25.4% | +98.5% | +51.5% |
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 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