-31.9%
CEG vs CGNX
+31.4%
-63.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -8.7% | +2.0% | -4.8% |
| 7D | -4.8% | -9.2% | +4.4% | -2.8% |
| 30D | -8.2% | -17.6% | +9.4% | -4.6% |
| 3M | -7.9% | -25.7% | +17.8% | -2.8% |
| 6M | -23.2% | -5.5% | -17.7% | -22.0% |
| YTD | -30.1% | +48.1% | -78.2% | -37.9% |
| 1Y | -31.9% | +33.5% | -65.4% | -37.1% |
| All | -31.9% | +31.4% | -63.3% | -37.1% |
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 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