-25.9%
CCJ vs CGNX
+31.4%
-57.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.7% | +7.5% | +1.2% |
| 7D | -14.5% | -9.2% | -5.3% | -12.3% |
| 30D | -18.1% | -17.6% | -0.5% | -13.8% |
| 3M | -23.0% | -25.7% | +2.7% | -17.2% |
| 6M | -39.4% | -5.5% | -33.9% | -38.1% |
| YTD | -21.7% | +48.1% | -69.7% | -30.0% |
| 1Y | -25.9% | +33.5% | -59.4% | -29.0% |
| All | -25.9% | +31.4% | -57.4% | -29.0% |
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