+95.4%
CAT vs CGNX
+42.4%
+53.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +1.0% |
| 7D | +1.7% | +3.0% | -1.2% | +0.9% |
| 30D | -6.6% | -11.8% | +5.3% | -3.3% |
| 3M | -13.3% | -3.6% | -9.7% | -12.4% |
| 6M | +11.6% | +17.4% | -5.8% | +8.2% |
| YTD | +42.9% | +73.7% | -30.8% | +26.2% |
| 1Y | +95.4% | +41.5% | +53.9% | +79.0% |
| All | +95.4% | +42.4% | +53.0% | +79.0% |
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 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