+80.8%
CF vs CGNX
+44.3%
+36.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +2.8% |
| 7D | -0.8% | +3.2% | -4.1% | -0.7% |
| 30D | +14.3% | -3.7% | +18.0% | +14.2% |
| 3M | +27.9% | +1.0% | +26.8% | +28.0% |
| 6M | +25.5% | +22.1% | +3.5% | +26.0% |
| YTD | +81.2% | +72.7% | +8.5% | +77.7% |
| 1Y | +66.5% | +40.4% | +26.1% | +65.3% |
| All | +80.8% | +44.3% | +36.5% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling