+185.8%
CGNX vs ARWR
+1,081.9%
-896.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.0% | +4.1% |
| 7D | +3.2% | -4.0% | +7.2% | +3.9% |
| 30D | +6.0% | -5.0% | +11.0% | +6.9% |
| 3M | +3.5% | +11.3% | -7.8% | +1.2% |
| 6M | +26.3% | +42.6% | -16.3% | +18.3% |
| YTD | +79.2% | +24.8% | +54.5% | +71.2% |
| 1Y | +43.8% | +178.8% | -135.0% | +19.0% |
| 3Y | +52.0% | +183.3% | -131.4% | +17.4% |
| 5Y | -24.0% | +29.5% | -53.5% | -36.6% |
| All | +185.8% | +1,081.9% | -896.1% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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