+49.3%
CCL vs CGNX
+49.8%
-0.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.1% | -2.9% | -0.2% |
| 7D | -3.2% | +3.2% | -6.4% | -4.3% |
| 30D | -17.8% | +6.0% | -23.8% | -19.7% |
| 3M | -18.7% | +3.5% | -22.2% | -20.4% |
| 6M | -11.4% | +26.3% | -37.7% | -19.1% |
| YTD | -24.3% | +79.2% | -103.6% | -41.0% |
| 1Y | -28.8% | +43.8% | -72.6% | -40.1% |
| 3Y | +49.3% | +52.0% | -2.6% | +11.8% |
| All | +49.3% | +49.8% | -0.4% | +11.8% |
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