+146.5%
ASX vs CGNX
+31.4%
+115.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -8.7% | +4.7% | -0.2% |
| 7D | -14.6% | -9.2% | -5.4% | -10.9% |
| 30D | -21.1% | -17.6% | -3.5% | -14.5% |
| 3M | -3.1% | -25.7% | +22.6% | +8.8% |
| 6M | +17.4% | -5.5% | +22.9% | +25.7% |
| YTD | +135.3% | +48.1% | +87.2% | +132.0% |
| 1Y | +146.5% | +33.5% | +113.0% | +155.2% |
| All | +146.5% | +31.4% | +115.1% | +155.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling