+414.3%
VUG vs CGNX
+193.6%
+220.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | -0.3% |
| 7D | -0.5% | +3.2% | -3.7% | -1.4% |
| 30D | -1.0% | +6.0% | -7.0% | -2.9% |
| 3M | +3.5% | +3.5% | 0.0% | +1.5% |
| 6M | +14.2% | +26.3% | -12.1% | +4.8% |
| YTD | +8.5% | +79.2% | -70.8% | -13.5% |
| 1Y | +12.9% | +43.8% | -30.9% | -4.2% |
| 3Y | +85.6% | +52.0% | +33.7% | +46.3% |
| 5Y | +78.1% | -24.0% | +102.2% | +73.9% |
| All | +414.3% | +193.6% | +220.7% | +226.9% |
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