+58.2%
CAPR vs CGNX
+42.4%
+15.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +1.1% |
| 7D | -2.0% | +3.0% | -4.9% | -2.2% |
| 30D | +139.2% | -11.8% | +151.0% | +137.2% |
| 3M | -66.4% | -3.6% | -62.8% | -65.9% |
| 6M | -63.1% | +17.4% | -80.5% | -62.4% |
| YTD | -67.4% | +73.7% | -141.2% | -63.6% |
| 1Y | +58.2% | +41.5% | +16.7% | +88.1% |
| All | +58.2% | +42.4% | +15.9% | +88.1% |
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