+47.3%
AR vs CGNX
+49.8%
-2.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.1% | -6.0% | -2.3% |
| 7D | -2.5% | +3.2% | -5.7% | -2.8% |
| 30D | +2.5% | +6.0% | -3.5% | +1.7% |
| 3M | +12.3% | +3.5% | +8.8% | +11.0% |
| 6M | -3.1% | +26.3% | -29.4% | -7.8% |
| YTD | +11.5% | +79.2% | -67.7% | -4.3% |
| 1Y | +17.0% | +43.8% | -26.8% | +6.7% |
| 3Y | +47.3% | +52.0% | -4.7% | +14.9% |
| All | +47.3% | +49.8% | -2.5% | +14.9% |
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