+579.7%
CF vs CGNX
+193.6%
+386.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.1% | -5.6% | -2.3% |
| 7D | -0.2% | +3.2% | -3.4% | -0.8% |
| 30D | +11.5% | +6.0% | +5.5% | +10.0% |
| 3M | +25.5% | +3.5% | +22.0% | +23.6% |
| 6M | +11.8% | +26.3% | -14.5% | +4.6% |
| YTD | +74.6% | +79.2% | -4.7% | +47.2% |
| 1Y | +57.7% | +43.8% | +13.9% | +39.1% |
| 3Y | +74.2% | +52.0% | +22.3% | +44.1% |
| 5Y | +223.8% | -24.0% | +247.8% | +220.9% |
| All | +579.7% | +193.6% | +386.1% | +328.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling