+64.9%
VZ vs CGNX
+193.6%
-128.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.8% | +1.1% |
| 7D | +0.9% | +3.2% | -2.2% | +0.8% |
| 30D | +7.7% | +6.0% | +1.7% | +7.3% |
| 3M | +9.7% | +3.5% | +6.1% | +9.1% |
| 6M | +3.1% | +26.3% | -23.2% | +1.1% |
| YTD | +30.5% | +79.2% | -48.7% | +24.3% |
| 1Y | +22.5% | +43.8% | -21.3% | +18.3% |
| 3Y | +82.4% | +52.0% | +30.4% | +72.8% |
| 5Y | +28.0% | -24.0% | +52.1% | +27.2% |
| All | +64.9% | +193.6% | -128.7% | +33.2% |
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