+41.5%
CGNX vs BR
-29.1%
+70.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.4% | +5.8% | +1.7% |
| 7D | +3.0% | -5.3% | +8.2% | +1.8% |
| 30D | -11.8% | +6.4% | -18.3% | -10.7% |
| 3M | -3.6% | +13.6% | -17.2% | -0.2% |
| 6M | +17.4% | -6.7% | +24.1% | +20.0% |
| YTD | +73.7% | -21.1% | +94.8% | +69.0% |
| 1Y | +41.5% | -29.6% | +71.1% | +40.3% |
| All | +41.5% | -29.1% | +70.6% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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