+32.9%
A vs CGNX
+49.8%
-16.9%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.1% | -1.4% | +1.9% |
| 7D | -2.6% | +3.2% | -5.8% | -3.2% |
| 30D | -0.9% | +6.0% | -6.9% | -2.1% |
| 3M | +13.6% | +3.5% | +10.1% | +12.1% |
| 6M | +27.8% | +26.3% | +1.5% | +20.4% |
| YTD | +8.6% | +79.2% | -70.6% | -7.8% |
| 1Y | +16.9% | +43.8% | -26.9% | +4.7% |
| 3Y | +32.9% | +52.0% | -19.0% | +4.3% |
| All | +32.9% | +49.8% | -16.9% | +4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling