+715.9%
VTV vs CGNX
+937.3%
-221.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | -0.3% |
| 7D | -1.1% | +3.2% | -4.3% | -1.9% |
| 30D | -1.0% | +6.0% | -7.0% | -2.7% |
| 3M | +4.6% | +3.5% | +1.1% | +2.8% |
| 6M | +13.5% | +26.3% | -12.8% | +5.5% |
| YTD | +18.5% | +79.2% | -60.7% | -1.4% |
| 1Y | +22.9% | +43.8% | -20.9% | +7.2% |
| 3Y | +67.8% | +52.0% | +15.9% | +38.4% |
| 5Y | +81.8% | -24.0% | +105.9% | +74.6% |
| 10Y | +233.0% | +189.1% | +43.9% | +104.0% |
| All | +715.9% | +937.3% | -221.4% | +160.3% |
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 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