+11.4%
BLK vs CGNX
+19.2%
-7.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -10.5% | +6.1% | -3.6% |
| 7D | -0.5% | -19.5% | +19.0% | +1.0% |
| 30D | +8.5% | -28.4% | +36.9% | +11.0% |
| 3M | +3.8% | -32.7% | +36.5% | +6.6% |
| 6M | +12.8% | -19.0% | +31.9% | +13.9% |
| YTD | +11.2% | +32.6% | -21.4% | +8.0% |
| 1Y | +11.4% | +18.0% | -6.7% | +12.5% |
| All | +11.4% | +19.2% | -7.8% | +12.5% |
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