+29.0%
CAPR vs CGNX
+49.8%
-20.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | 0.0% |
| 7D | -11.0% | +3.2% | -14.1% | -11.5% |
| 30D | +99.8% | +6.0% | +93.8% | +98.5% |
| 3M | -66.6% | +3.5% | -70.1% | -66.8% |
| 6M | -75.1% | +26.3% | -101.4% | -76.1% |
| YTD | -71.0% | +79.2% | -150.2% | -74.3% |
| 1Y | +30.0% | +43.8% | -13.8% | +22.8% |
| 3Y | +29.0% | +52.0% | -23.0% | +0.6% |
| All | +29.0% | +49.8% | -20.8% | +0.6% |
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