+33.5%
CGNX vs BG
+7.2%
+26.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.4% | -11.1% | -8.4% |
| 7D | -9.2% | -3.8% | -5.4% | -9.5% |
| 30D | -17.6% | -9.6% | -8.0% | -18.2% |
| 3M | -25.7% | -8.5% | -17.2% | -26.3% |
| 6M | -5.5% | -23.0% | +17.6% | -6.0% |
| YTD | +48.1% | +10.9% | +37.2% | +32.1% |
| 1Y | +33.5% | +6.0% | +27.5% | +20.1% |
| All | +33.5% | +7.2% | +26.3% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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