-4.9%
CARR vs CGNX
+19.2%
-24.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -10.5% | +6.1% | -2.6% |
| 7D | -4.2% | -19.5% | +15.3% | -0.7% |
| 30D | -4.7% | -28.4% | +23.7% | +0.6% |
| 3M | -18.3% | -32.7% | +14.4% | -13.0% |
| 6M | -16.4% | -19.0% | +2.6% | -13.4% |
| YTD | +2.3% | +32.6% | -30.3% | -3.4% |
| 1Y | -4.9% | +18.0% | -23.0% | -5.2% |
| All | -4.9% | +19.2% | -24.1% | -5.2% |
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