-37.7%
CAG vs CGNX
+193.6%
-231.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -0.9% |
| 7D | -5.7% | +3.2% | -8.8% | -5.9% |
| 30D | -2.4% | +6.0% | -8.4% | -2.8% |
| 3M | +9.8% | +3.5% | +6.2% | +9.2% |
| 6M | -10.8% | +26.3% | -37.1% | -12.8% |
| YTD | -10.8% | +79.2% | -90.1% | -15.5% |
| 1Y | -19.0% | +43.8% | -62.8% | -22.1% |
| 3Y | -39.7% | +52.0% | -91.6% | -43.3% |
| 5Y | -43.0% | -24.0% | -18.9% | -43.1% |
| All | -37.7% | +193.6% | -231.3% | -51.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling