+68.0%
ACWI vs CGNX
-25.4%
+93.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | +0.1% |
| 7D | -1.0% | +3.2% | -4.2% | -1.6% |
| 30D | -0.9% | +6.0% | -6.9% | -2.2% |
| 3M | +3.5% | +3.5% | 0.0% | +2.2% |
| 6M | +12.8% | +26.3% | -13.5% | +6.6% |
| YTD | +14.0% | +79.2% | -65.2% | -2.0% |
| 1Y | +19.2% | +43.8% | -24.6% | +7.2% |
| 3Y | +75.1% | +52.0% | +23.2% | +48.2% |
| All | +68.0% | -25.4% | +93.4% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling