-25.6%
CG vs CGNX
+42.4%
-68.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.1% |
| 7D | -4.3% | +3.0% | -7.3% | -4.9% |
| 30D | -5.1% | -11.8% | +6.8% | -2.7% |
| 3M | +8.7% | -3.6% | +12.3% | +8.9% |
| 6M | -9.2% | +17.4% | -26.6% | -13.1% |
| YTD | -18.9% | +73.7% | -92.6% | -30.5% |
| 1Y | -25.6% | +41.5% | -67.2% | -34.4% |
| All | -25.6% | +42.4% | -68.0% | -34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling