+228.7%
VTV vs CGNX
+193.6%
+35.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | -0.1% |
| 7D | -1.1% | +3.2% | -4.3% | -1.8% |
| 30D | -1.0% | +6.0% | -7.0% | -2.4% |
| 3M | +4.6% | +3.5% | +1.1% | +3.1% |
| 6M | +13.5% | +26.3% | -12.8% | +6.6% |
| YTD | +18.5% | +79.2% | -60.7% | +0.9% |
| 1Y | +22.9% | +43.8% | -20.9% | +9.3% |
| 3Y | +67.8% | +52.0% | +15.9% | +41.4% |
| 5Y | +81.8% | -24.0% | +105.9% | +78.2% |
| All | +228.7% | +193.6% | +35.1% | +117.3% |
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