+1,613.5%
VSH vs CGNX
+12,360.6%
-10,747.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.8% |
| 7D | +3.1% | +1.5% | +1.6% | +2.6% |
| 30D | -5.7% | -1.8% | -3.9% | -5.1% |
| 3M | -42.5% | +5.3% | -47.7% | -42.9% |
| 6M | +82.7% | +22.3% | +60.4% | +72.8% |
| YTD | +118.2% | +72.2% | +46.0% | +77.8% |
| 1Y | +109.7% | +39.8% | +69.8% | +82.9% |
| 3Y | +35.3% | +44.8% | -9.5% | +15.2% |
| 5Y | +65.6% | -27.0% | +92.6% | +71.7% |
| 10Y | +176.8% | +177.7% | -0.9% | +82.5% |
| All | +1,613.5% | +12,360.6% | -10,747.1% | +362.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling