+96.7%
CFG vs CGNX
-25.4%
+122.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.1% | -2.9% | +0.1% |
| 7D | -0.4% | +3.2% | -3.6% | -1.3% |
| 30D | -4.6% | +6.0% | -10.6% | -6.3% |
| 3M | +6.7% | +3.5% | +3.1% | +4.7% |
| 6M | +22.1% | +26.3% | -4.2% | +12.8% |
| YTD | +23.2% | +79.2% | -56.1% | -0.3% |
| 1Y | +40.3% | +43.8% | -3.5% | +20.9% |
| 3Y | +187.9% | +52.0% | +135.9% | +130.4% |
| All | +96.7% | -25.4% | +122.1% | +74.6% |
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 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