+116.1%
CGNX vs CAI
-9.9%
+125.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.2% | +2.9% | +4.1% |
| 7D | +3.2% | -2.9% | +6.1% | +3.3% |
| 30D | +6.0% | +9.3% | -3.3% | +5.7% |
| 3M | +3.5% | +35.2% | -31.7% | +2.1% |
| 6M | +26.3% | +30.7% | -4.4% | +24.2% |
| YTD | +79.2% | -9.8% | +89.0% | +78.4% |
| 1Y | +43.8% | -28.9% | +72.6% | +43.5% |
| All | +116.1% | -9.9% | +125.9% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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