-2.7%
CEG vs CGNX
+42.4%
-45.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.5% | +4.4% |
| 7D | +8.0% | +3.0% | +5.1% | +7.4% |
| 30D | +12.9% | -11.8% | +24.8% | +15.6% |
| 3M | +13.2% | -3.6% | +16.8% | +13.1% |
| 6M | -7.0% | +17.4% | -24.4% | -10.0% |
| YTD | -15.0% | +73.7% | -88.7% | -27.6% |
| 1Y | -2.7% | +41.5% | -44.3% | -9.5% |
| All | -2.7% | +42.4% | -45.1% | -9.5% |
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 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