-24.5%
ADSK vs CGNX
-25.4%
+0.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | -0.6% |
| 7D | -2.5% | +3.2% | -5.7% | -3.3% |
| 30D | -14.9% | +6.0% | -20.9% | -16.4% |
| 3M | +3.3% | +3.5% | -0.2% | +0.8% |
| 6M | -15.7% | +26.3% | -41.9% | -23.4% |
| YTD | -28.2% | +79.2% | -107.5% | -44.3% |
| 1Y | -34.5% | +43.8% | -78.3% | -45.5% |
| 3Y | -2.9% | +52.0% | -54.8% | -26.6% |
| All | -24.5% | -25.4% | +0.9% | -26.1% |
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