-39.7%
CAG vs CGNX
+49.8%
-89.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -0.6% |
| 7D | -5.7% | +3.2% | -8.8% | -5.6% |
| 30D | -2.4% | +6.0% | -8.4% | -2.3% |
| 3M | +9.8% | +3.5% | +6.2% | +9.8% |
| 6M | -10.8% | +26.3% | -37.1% | -11.2% |
| YTD | -10.8% | +79.2% | -90.1% | -11.8% |
| 1Y | -19.0% | +43.8% | -62.8% | -19.6% |
| 3Y | -39.7% | +52.0% | -91.6% | -43.5% |
| All | -39.7% | +49.8% | -89.4% | -43.5% |
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 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