+316.4%
ARM vs CGNX
+50.9%
+265.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.1% | +0.1% | +2.0% |
| 7D | +5.0% | +3.2% | +1.9% | +3.4% |
| 30D | -2.6% | +6.0% | -8.6% | -5.5% |
| 3M | -22.6% | +3.5% | -26.2% | -23.4% |
| 6M | +120.5% | +26.3% | +94.2% | +100.6% |
| YTD | +142.2% | +79.2% | +63.0% | +77.3% |
| 1Y | +71.2% | +43.8% | +27.4% | +40.5% |
| All | +316.4% | +50.9% | +265.5% | +210.4% |
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