-9.6%
AZO vs CGNX
+19.2%
-28.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -10.5% | +10.0% | -0.8% |
| 7D | +5.5% | -19.5% | +24.9% | +4.8% |
| 30D | +14.2% | -28.4% | +42.6% | +13.5% |
| 3M | +7.9% | -32.7% | +40.7% | +7.4% |
| 6M | -6.6% | -19.0% | +12.5% | -7.8% |
| YTD | -2.4% | +32.6% | -35.0% | -5.2% |
| 1Y | -9.6% | +18.0% | -27.7% | -11.6% |
| All | -9.6% | +19.2% | -28.8% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling