+75.8%
CDNS vs CGNX
-25.4%
+101.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.6% | +0.2% |
| 7D | -1.1% | +3.2% | -4.3% | -2.2% |
| 30D | -10.4% | +6.0% | -16.4% | -12.3% |
| 3M | -24.6% | +3.5% | -28.1% | -26.2% |
| 6M | -1.6% | +26.3% | -27.9% | -10.4% |
| YTD | -7.4% | +79.2% | -86.7% | -28.8% |
| 1Y | -18.4% | +43.8% | -62.2% | -31.9% |
| 3Y | +19.0% | +52.0% | -33.0% | -9.4% |
| All | +75.8% | -25.4% | +101.2% | +87.5% |
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