+133.5%
C vs CGNX
-25.4%
+158.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | -0.7% |
| 7D | +0.8% | +3.2% | -2.4% | +0.1% |
| 30D | +0.9% | +6.0% | -5.1% | -0.5% |
| 3M | +1.1% | +3.5% | -2.5% | -0.3% |
| 6M | +28.4% | +26.3% | +2.1% | +20.9% |
| YTD | +20.8% | +79.2% | -58.5% | +2.3% |
| 1Y | +43.4% | +43.8% | -0.3% | +27.6% |
| 3Y | +274.9% | +52.0% | +222.9% | +211.9% |
| All | +133.5% | -25.4% | +158.9% | +110.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling