+29.8%
AVAV vs CGNX
+43.9%
-14.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.3% | +4.7% | +4.5% |
| 7D | -0.1% | +1.5% | -1.6% | -0.5% |
| 30D | -25.0% | -1.8% | -23.2% | -24.6% |
| 3M | -15.0% | +5.3% | -20.2% | -16.4% |
| 6M | -33.6% | +22.3% | -55.9% | -37.5% |
| YTD | -39.2% | +72.2% | -111.4% | -49.5% |
| 1Y | -40.5% | +39.8% | -80.3% | -47.4% |
| All | +29.8% | +43.9% | -14.1% | +3.0% |
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