+69.5%
CB vs CGNX
+49.8%
+19.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.1% |
| 7D | -1.0% | +3.2% | -4.1% | -1.0% |
| 30D | -1.5% | +6.0% | -7.5% | -1.4% |
| 3M | +3.5% | +3.5% | -0.1% | +3.4% |
| 6M | +5.4% | +26.3% | -20.9% | +5.0% |
| YTD | +9.0% | +79.2% | -70.2% | +7.7% |
| 1Y | +20.3% | +43.8% | -23.5% | +19.4% |
| 3Y | +69.5% | +52.0% | +17.6% | +72.1% |
| All | +69.5% | +49.8% | +19.8% | +72.1% |
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