+41.5%
CGNX vs CRL
+78.8%
-37.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.6% |
| 7D | +3.0% | -1.0% | +4.0% | +3.1% |
| 30D | -11.8% | +10.7% | -22.5% | -13.1% |
| 3M | -3.6% | +55.3% | -58.9% | -9.8% |
| 6M | +17.4% | +60.7% | -43.3% | +8.1% |
| YTD | +73.7% | +44.6% | +29.1% | +67.6% |
| 1Y | +41.5% | +77.7% | -36.2% | +26.7% |
| All | +41.5% | +78.8% | -37.3% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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