+18.0%
CGNX vs CNI
+34.7%
-16.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.9% | -8.6% | -9.7% |
| 7D | -19.5% | +2.0% | -21.4% | -20.0% |
| 30D | -28.4% | +6.8% | -35.2% | -30.3% |
| 3M | -32.7% | -0.3% | -32.4% | -32.6% |
| 6M | -19.0% | +16.3% | -35.3% | -25.3% |
| YTD | +32.6% | +30.2% | +2.4% | +14.7% |
| 1Y | +18.0% | +34.0% | -16.0% | +0.6% |
| All | +18.0% | +34.7% | -16.6% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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