+110.4%
AXP vs CGNX
+43.9%
+66.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -2.8% | +1.5% | -4.2% | -3.0% |
| 30D | -5.9% | -1.8% | -4.1% | -5.8% |
| 3M | +2.6% | +5.3% | -2.6% | +1.1% |
| 6M | +6.4% | +22.3% | -15.9% | +1.5% |
| YTD | -12.6% | +72.2% | -84.8% | -24.2% |
| 1Y | +0.2% | +39.8% | -39.6% | -8.9% |
| All | +110.4% | +43.9% | +66.5% | +74.4% |
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