+190.5%
B vs CGNX
+49.8%
+140.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | 0.0% |
| 7D | -2.4% | +3.2% | -5.6% | -2.8% |
| 30D | +6.3% | +6.0% | +0.4% | +5.4% |
| 3M | +12.1% | +3.5% | +8.6% | +11.3% |
| 6M | -3.1% | +26.3% | -29.4% | -5.5% |
| YTD | +2.0% | +79.2% | -77.3% | -4.5% |
| 1Y | +51.7% | +43.8% | +7.9% | +45.2% |
| 3Y | +190.5% | +52.0% | +138.6% | +168.1% |
| All | +190.5% | +49.8% | +140.7% | +168.1% |
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 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