+62.5%
VWO vs CGNX
+49.8%
+12.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | +0.1% |
| 7D | -1.8% | +3.2% | -4.9% | -2.2% |
| 30D | -0.1% | +6.0% | -6.1% | -1.1% |
| 3M | +2.2% | +3.5% | -1.3% | +1.4% |
| 6M | +8.8% | +26.3% | -17.5% | +4.7% |
| YTD | +12.4% | +79.2% | -66.9% | +1.8% |
| 1Y | +15.6% | +43.8% | -28.2% | +8.2% |
| 3Y | +62.5% | +52.0% | +10.6% | +45.1% |
| All | +62.5% | +49.8% | +12.8% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling