-31.9%
ADSK vs CGNX
+42.4%
-74.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +2.4% | -10.7% | -8.1% |
| 7D | -16.4% | +3.0% | -19.4% | -16.2% |
| 30D | -9.2% | -11.8% | +2.6% | -9.9% |
| 3M | -6.7% | -3.6% | -3.1% | -6.6% |
| 6M | -15.5% | +17.4% | -32.9% | -15.4% |
| YTD | -26.4% | +73.7% | -100.1% | -28.2% |
| 1Y | -31.9% | +41.5% | -73.4% | -33.3% |
| All | -31.9% | +42.4% | -74.3% | -33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling