+75.1%
ACWI vs CGNX
+49.8%
+25.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | +0.3% |
| 7D | -1.0% | +3.2% | -4.2% | -1.5% |
| 30D | -0.9% | +6.0% | -6.9% | -1.9% |
| 3M | +3.5% | +3.5% | 0.0% | +2.5% |
| 6M | +12.8% | +26.3% | -13.5% | +8.3% |
| YTD | +14.0% | +79.2% | -65.2% | +2.2% |
| 1Y | +19.2% | +43.8% | -24.6% | +10.7% |
| 3Y | +75.1% | +52.0% | +23.2% | +53.3% |
| All | +75.1% | +49.8% | +25.4% | +53.3% |
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