-35.7%
AUR vs CGNX
-13.9%
-21.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | -0.6% |
| 7D | +1.4% | +3.2% | -1.7% | -0.3% |
| 30D | -6.4% | +6.0% | -12.4% | -9.3% |
| 3M | +7.7% | +3.5% | +4.2% | +5.5% |
| 6M | +44.5% | +26.3% | +18.2% | +26.8% |
| YTD | +67.4% | +79.2% | -11.8% | +14.2% |
| 1Y | +15.4% | +43.8% | -28.4% | -11.4% |
| 3Y | +94.8% | +52.0% | +42.9% | +33.7% |
| 5Y | -35.1% | -24.0% | -11.1% | -38.1% |
| All | -35.7% | -13.9% | -21.8% | -39.1% |
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