-26.1%
AR vs CGNX
+369.2%
-395.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.1% | -6.0% | -3.0% |
| 7D | -2.5% | +3.2% | -5.7% | -3.4% |
| 30D | +2.5% | +6.0% | -3.5% | +0.5% |
| 3M | +12.3% | +3.5% | +8.8% | +9.5% |
| 6M | -3.1% | +26.3% | -29.4% | -12.4% |
| YTD | +11.5% | +79.2% | -67.7% | -13.4% |
| 1Y | +17.0% | +43.8% | -26.8% | -2.7% |
| 3Y | +47.3% | +52.0% | -4.7% | +14.3% |
| 5Y | +141.2% | -24.0% | +165.3% | +131.1% |
| 10Y | +41.8% | +189.1% | -147.3% | -6.6% |
| All | -26.1% | +369.2% | -395.3% | -56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling