-27.5%
CGNX vs ARWR
+29.8%
-57.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | +1.5% | -4.3% | +5.8% | +2.4% |
| 30D | -1.8% | -7.3% | +5.5% | -0.2% |
| 3M | +5.3% | +17.0% | -11.7% | +1.1% |
| 6M | +22.3% | +39.8% | -17.5% | +12.8% |
| YTD | +72.2% | +24.7% | +47.5% | +62.1% |
| 1Y | +39.8% | +186.5% | -146.6% | +8.4% |
| 3Y | +44.8% | +176.8% | -132.0% | +2.5% |
| All | -27.5% | +29.8% | -57.3% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling