-2.9%
ADSK vs CGNX
+49.8%
-52.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | 0.0% |
| 7D | -2.5% | +3.2% | -5.7% | -2.8% |
| 30D | -14.9% | +6.0% | -20.9% | -15.4% |
| 3M | +3.3% | +3.5% | -0.2% | +2.3% |
| 6M | -15.7% | +26.3% | -41.9% | -19.1% |
| YTD | -28.2% | +79.2% | -107.5% | -36.6% |
| 1Y | -34.5% | +43.8% | -78.3% | -39.7% |
| 3Y | -2.9% | +52.0% | -54.8% | -13.7% |
| All | -2.9% | +49.8% | -52.7% | -13.7% |
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