+57.9%
CAH vs CGNX
+36.3%
+21.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.7% | +6.9% | -0.7% |
| 7D | -5.0% | -3.8% | -1.2% | -5.4% |
| 30D | -0.1% | -8.6% | +8.5% | -1.1% |
| 3M | +5.2% | -5.7% | +10.9% | +4.9% |
| 6M | +8.7% | +25.2% | -16.5% | +13.5% |
| YTD | +15.1% | +67.2% | -52.1% | +30.9% |
| All | +57.9% | +36.3% | +21.6% | +63.0% |
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