+185.8%
CGNX vs CRL
+256.1%
-70.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.9% | +2.2% | +3.2% |
| 7D | +3.2% | -3.5% | +6.7% | +4.9% |
| 30D | +6.0% | -2.1% | +8.1% | +6.8% |
| 3M | +3.5% | +48.0% | -44.4% | -15.3% |
| 6M | +26.3% | +64.7% | -38.4% | -3.6% |
| YTD | +79.2% | +39.5% | +39.8% | +46.4% |
| 1Y | +43.8% | +74.2% | -30.4% | +3.6% |
| 3Y | +52.0% | +39.4% | +12.6% | +13.1% |
| 5Y | -24.0% | -36.9% | +12.9% | -12.8% |
| All | +185.8% | +256.1% | -70.2% | +12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling