+872.2%
CDW vs CGNX
+518.6%
+353.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +4.1% | +3.7% | +6.7% |
| 7D | +0.9% | +3.2% | -2.2% | +0.1% |
| 30D | +13.1% | +6.0% | +7.1% | +11.1% |
| 3M | +19.7% | +3.5% | +16.1% | +17.4% |
| 6M | +30.7% | +26.3% | +4.4% | +19.6% |
| YTD | +14.7% | +79.2% | -64.5% | -8.8% |
| 1Y | -5.3% | +43.8% | -49.1% | -19.8% |
| 3Y | -23.8% | +52.0% | -75.8% | -39.3% |
| 5Y | -16.8% | -24.0% | +7.2% | -20.0% |
| 10Y | +299.0% | +189.1% | +109.9% | +160.3% |
| All | +872.2% | +518.6% | +353.5% | +463.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling