+440.6%
ASX vs CGNX
-25.4%
+466.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.1% | -2.6% |
| 7D | +5.2% | +3.2% | +2.1% | +3.9% |
| 30D | +0.5% | +6.0% | -5.5% | -2.0% |
| 3M | +8.3% | +3.5% | +4.8% | +7.4% |
| 6M | +82.0% | +26.3% | +55.7% | +68.9% |
| YTD | +147.6% | +79.2% | +68.4% | +95.4% |
| 1Y | +258.8% | +43.8% | +215.0% | +205.6% |
| 3Y | +452.1% | +52.0% | +400.1% | +330.6% |
| All | +440.6% | -25.4% | +466.0% | +434.8% |
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