-24.5%
CGNX vs CASY
+229.6%
-254.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.9% | +6.0% | +4.6% |
| 7D | +3.2% | -18.6% | +21.8% | +8.1% |
| 30D | +6.0% | -26.6% | +32.6% | +13.9% |
| 3M | +3.5% | -32.8% | +36.3% | +13.5% |
| 6M | +26.3% | -10.0% | +36.3% | +25.3% |
| YTD | +79.2% | +11.6% | +67.6% | +66.4% |
| 1Y | +43.8% | +11.5% | +32.3% | +33.2% |
| 3Y | +52.0% | +160.7% | -108.7% | -1.9% |
| All | -24.5% | +229.6% | -254.1% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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