+139.8%
CBOE vs CGNX
-25.4%
+165.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.1% | -6.3% | -2.2% |
| 7D | -5.8% | +3.2% | -9.0% | -5.8% |
| 30D | -3.1% | +6.0% | -9.1% | -3.1% |
| 3M | -4.8% | +3.5% | -8.3% | -4.8% |
| 6M | -0.6% | +26.3% | -26.9% | -1.0% |
| YTD | +12.8% | +79.2% | -66.5% | +11.3% |
| 1Y | +19.8% | +43.8% | -24.0% | +18.6% |
| 3Y | +86.9% | +52.0% | +35.0% | +83.7% |
| All | +139.8% | -25.4% | +165.3% | +155.5% |
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