+103.2%
XLP vs CGNX
+193.6%
-90.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | -0.1% |
| 7D | -1.4% | +3.2% | -4.6% | -1.8% |
| 30D | -2.0% | +6.0% | -8.0% | -2.8% |
| 3M | -1.5% | +3.5% | -5.1% | -2.5% |
| 6M | -0.2% | +26.3% | -26.5% | -3.9% |
| YTD | +8.7% | +79.2% | -70.6% | -0.9% |
| 1Y | +6.3% | +43.8% | -37.5% | -0.7% |
| 3Y | +25.1% | +52.0% | -26.9% | +12.9% |
| 5Y | +32.4% | -24.0% | +56.4% | +31.3% |
| All | +103.2% | +193.6% | -90.5% | +52.8% |
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