+147.3%
VXUS vs CGNX
+193.6%
-46.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | +0.1% |
| 7D | -1.4% | +3.2% | -4.6% | -2.1% |
| 30D | -0.5% | +6.0% | -6.5% | -1.9% |
| 3M | +2.6% | +3.5% | -1.0% | +1.2% |
| 6M | +10.9% | +26.3% | -15.4% | +4.3% |
| YTD | +16.1% | +79.2% | -63.1% | -0.9% |
| 1Y | +22.3% | +43.8% | -21.5% | +9.1% |
| 3Y | +72.0% | +52.0% | +20.1% | +45.5% |
| 5Y | +54.1% | -24.0% | +78.2% | +51.3% |
| All | +147.3% | +193.6% | -46.3% | +66.8% |
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