+607.3%
CEG vs CGNX
-8.0%
+615.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | +0.3% | +1.5% | -1.2% | -0.1% |
| 30D | +2.9% | -1.8% | +4.7% | +3.2% |
| 3M | +18.2% | +5.3% | +12.9% | +15.4% |
| 6M | -9.5% | +22.3% | -31.8% | -15.4% |
| YTD | -18.7% | +72.2% | -90.9% | -33.1% |
| 1Y | -10.1% | +39.8% | -50.0% | -21.3% |
| 3Y | +168.3% | +44.8% | +123.5% | +121.2% |
| All | +607.3% | -8.0% | +615.4% | +529.6% |
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