+38.4%
CART vs CGNX
+42.7%
-4.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.3% | -2.8% |
| 7D | -9.5% | +3.2% | -12.7% | -9.8% |
| 30D | -7.8% | -3.7% | -4.0% | -7.5% |
| 3M | +10.4% | +1.0% | +9.4% | +9.6% |
| 6M | +20.1% | +22.1% | -2.0% | +15.1% |
| YTD | +3.7% | +72.7% | -69.0% | -8.3% |
| 1Y | +2.6% | +40.4% | -37.8% | -5.7% |
| All | +38.4% | +42.7% | -4.3% | +19.8% |
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