-23.8%
CDW vs CGNX
+49.8%
-73.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +4.1% | +3.7% | +7.2% |
| 7D | +0.9% | +3.2% | -2.2% | +0.4% |
| 30D | +13.1% | +6.0% | +7.1% | +11.9% |
| 3M | +19.7% | +3.5% | +16.1% | +18.3% |
| 6M | +30.7% | +26.3% | +4.4% | +23.3% |
| YTD | +14.7% | +79.2% | -64.5% | -3.3% |
| 1Y | -5.3% | +43.8% | -49.1% | -15.1% |
| 3Y | -23.8% | +52.0% | -75.8% | -38.1% |
| All | -23.8% | +49.8% | -73.6% | -38.1% |
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