+185.8%
CGNX vs CNI
+138.2%
+47.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.2% | +3.4% |
| 7D | +3.2% | -0.4% | +3.5% | +3.5% |
| 30D | +6.0% | -2.7% | +8.7% | +8.1% |
| 3M | +3.5% | +3.9% | -0.4% | -0.1% |
| 6M | +26.3% | +16.4% | +9.9% | +10.9% |
| YTD | +79.2% | +25.8% | +53.4% | +47.7% |
| 1Y | +43.8% | +32.4% | +11.4% | +13.2% |
| 3Y | +52.0% | +19.1% | +32.9% | +28.6% |
| 5Y | -24.0% | +13.6% | -37.6% | -34.2% |
| All | +185.8% | +138.2% | +47.6% | +38.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling