+321.7%
VWO vs CGNX
+1,107.2%
-785.5%
-67.7%
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% | -0.6% |
| 7D | -1.8% | +3.2% | -4.9% | -2.7% |
| 30D | -0.1% | +6.0% | -6.1% | -2.2% |
| 3M | +2.2% | +3.5% | -1.3% | +0.2% |
| 6M | +8.8% | +26.3% | -17.5% | -0.2% |
| YTD | +12.4% | +79.2% | -66.9% | -10.3% |
| 1Y | +15.6% | +43.8% | -28.2% | -2.0% |
| 3Y | +62.5% | +52.0% | +10.6% | +28.1% |
| 5Y | +34.3% | -24.0% | +58.3% | +28.3% |
| 10Y | +114.8% | +189.1% | -74.3% | +12.6% |
| All | +321.7% | +1,107.2% | -785.5% | -11.5% |
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