+2.9%
CDE vs CGNX
+33.1%
-30.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -8.7% | +17.4% | +10.7% |
| 7D | +1.1% | -9.2% | +10.3% | +3.1% |
| 30D | -14.5% | -17.6% | +3.1% | -10.7% |
| 3M | -10.1% | -25.7% | +15.7% | -3.9% |
| 6M | -16.9% | -5.5% | -11.4% | -14.8% |
| YTD | -18.1% | +48.1% | -66.2% | -22.6% |
| All | +2.9% | +33.1% | -30.3% | +2.8% |
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 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