+1,044.2%
CDNS vs CGNX
+193.6%
+850.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.6% | 0.0% |
| 7D | -1.1% | +3.2% | -4.3% | -2.3% |
| 30D | -10.4% | +6.0% | -16.4% | -12.6% |
| 3M | -24.6% | +3.5% | -28.1% | -26.4% |
| 6M | -1.6% | +26.3% | -27.9% | -11.5% |
| YTD | -7.4% | +79.2% | -86.7% | -30.6% |
| 1Y | -18.4% | +43.8% | -62.2% | -33.7% |
| 3Y | +19.0% | +52.0% | -33.0% | -11.3% |
| 5Y | +73.4% | -24.0% | +97.5% | +71.5% |
| All | +1,044.2% | +193.6% | +850.6% | +571.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling