+169.4%
XLV vs CGNX
+193.6%
-24.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -0.9% |
| 7D | -3.6% | +3.2% | -6.7% | -4.1% |
| 30D | -1.8% | +6.0% | -7.8% | -3.0% |
| 3M | +7.8% | +3.5% | +4.2% | +6.2% |
| 6M | +9.1% | +26.3% | -17.2% | +3.2% |
| YTD | +7.7% | +79.2% | -71.5% | -6.0% |
| 1Y | +20.4% | +43.8% | -23.4% | +9.0% |
| 3Y | +30.8% | +52.0% | -21.2% | +12.7% |
| 5Y | +34.6% | -24.0% | +58.7% | +32.9% |
| All | +169.4% | +193.6% | -24.2% | +87.7% |
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