+889.2%
XLV vs CGNX
+1,759.6%
-870.3%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.3% |
| 6M | +9.1% | +26.3% | -17.2% | +3.6% |
| YTD | +7.7% | +79.2% | -71.5% | -4.9% |
| 1Y | +20.4% | +43.8% | -23.4% | +9.7% |
| 3Y | +30.8% | +52.0% | -21.2% | +14.6% |
| 5Y | +34.6% | -24.0% | +58.7% | +30.4% |
| 10Y | +173.4% | +189.1% | -15.7% | +101.6% |
| All | +889.2% | +1,759.6% | -870.3% | +332.5% |
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