+142.8%
XYL vs CGNX
+193.6%
-50.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | -0.9% |
| 7D | +1.2% | +3.2% | -2.0% | +0.2% |
| 30D | -11.9% | +6.0% | -17.9% | -13.9% |
| 3M | -1.5% | +3.5% | -5.1% | -3.9% |
| 6M | -11.9% | +26.3% | -38.2% | -20.1% |
| YTD | -20.6% | +79.2% | -99.8% | -38.2% |
| 1Y | -23.5% | +43.8% | -67.3% | -36.3% |
| 3Y | +14.9% | +52.0% | -37.1% | -11.1% |
| 5Y | -15.3% | -24.0% | +8.8% | -17.5% |
| All | +142.8% | +193.6% | -50.8% | +35.5% |
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 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