+604.3%
CEG vs CGNX
-4.3%
+608.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -1.5% |
| 7D | -4.8% | +3.2% | -7.9% | -5.6% |
| 30D | +2.3% | +6.0% | -3.7% | +0.5% |
| 3M | +15.6% | +3.5% | +12.1% | +13.4% |
| 6M | -5.0% | +26.3% | -31.3% | -12.0% |
| YTD | -19.0% | +79.2% | -98.3% | -34.2% |
| 1Y | -10.0% | +43.8% | -53.8% | -21.7% |
| 3Y | +163.9% | +52.0% | +112.0% | +114.6% |
| All | +604.3% | -4.3% | +608.6% | +519.8% |
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