+40.2%
CART vs CGNX
+42.3%
-2.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -8.7% | +1.5% | -10.1% | -8.8% |
| 30D | -4.4% | -1.8% | -2.6% | -4.3% |
| 3M | +14.6% | +5.3% | +9.4% | +13.2% |
| 6M | +24.4% | +22.3% | +2.1% | +19.2% |
| YTD | +5.0% | +72.2% | -67.2% | -7.1% |
| 1Y | +0.5% | +39.8% | -39.3% | -7.5% |
| All | +40.2% | +42.3% | -2.1% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling