+215.2%
XLY vs CGNX
+193.6%
+21.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | -0.3% |
| 7D | -1.7% | +3.2% | -4.9% | -2.6% |
| 30D | -4.2% | +6.0% | -10.2% | -6.1% |
| 3M | -2.7% | +3.5% | -6.2% | -4.7% |
| 6M | -0.6% | +26.3% | -26.9% | -8.7% |
| YTD | -5.0% | +79.2% | -84.3% | -23.7% |
| 1Y | -4.1% | +43.8% | -47.9% | -18.1% |
| 3Y | +33.6% | +52.0% | -18.4% | +6.6% |
| 5Y | +28.7% | -24.0% | +52.8% | +24.6% |
| All | +215.2% | +193.6% | +21.6% | +103.0% |
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