-66.8%
CAPR vs CGNX
-2.1%
-64.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.1% | -4.4% |
| 7D | -12.6% | +3.2% | -15.9% | -13.7% |
| 30D | +124.4% | -3.7% | +128.1% | +121.7% |
| 3M | -66.8% | +1.0% | -67.8% | -64.0% |
| All | -66.8% | -2.1% | -64.6% | -64.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling