+128.5%
AWK vs CGNX
+193.6%
-65.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.1% | -5.6% | -2.1% |
| 7D | -2.1% | +3.2% | -5.3% | -2.5% |
| 30D | +2.1% | +6.0% | -3.9% | +1.1% |
| 3M | +11.4% | +3.5% | +7.8% | +10.2% |
| 6M | +3.9% | +26.3% | -22.4% | -0.6% |
| YTD | +7.7% | +79.2% | -71.5% | -3.2% |
| 1Y | +1.3% | +43.8% | -42.5% | -6.3% |
| 3Y | +7.2% | +52.0% | -44.8% | -4.6% |
| 5Y | -17.0% | -24.0% | +7.0% | -17.7% |
| All | +128.5% | +193.6% | -65.1% | +61.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling