+180.6%
VXUS vs CGNX
+776.6%
-596.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | +0.3% | +3.2% | -2.9% | -0.5% |
| 30D | +0.7% | -3.7% | +4.4% | +1.4% |
| 3M | +4.8% | +1.0% | +3.7% | +3.8% |
| 6M | +11.3% | +22.1% | -10.7% | +5.2% |
| YTD | +16.5% | +72.7% | -56.2% | -0.8% |
| 1Y | +24.3% | +40.4% | -16.1% | +10.5% |
| 3Y | +74.5% | +45.2% | +29.2% | +47.7% |
| 5Y | +54.3% | -26.7% | +81.0% | +51.6% |
| 10Y | +150.1% | +178.5% | -28.4% | +59.4% |
| All | +180.6% | +776.6% | -596.0% | +9.1% |
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 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