+5,158.7%
CGNX vs ARWR
-97.1%
+5,255.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | +3.6% | +2.9% | +0.7% | +3.6% |
| 30D | -6.8% | -2.9% | -3.9% | -6.8% |
| 3M | -0.1% | +15.2% | -15.3% | -0.2% |
| 6M | +26.2% | +42.3% | -16.1% | +25.8% |
| YTD | +73.7% | +28.2% | +45.5% | +73.3% |
| 1Y | +40.4% | +213.2% | -172.8% | +39.2% |
| 3Y | +46.1% | +184.6% | -138.6% | +44.6% |
| 5Y | -25.6% | +29.2% | -54.9% | -26.2% |
| 10Y | +171.3% | +1,012.5% | -841.2% | +166.2% |
| All | +5,158.7% | -97.1% | +5,255.8% | +5,763.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling