+448.0%
CGNX vs CRL
+1,327.4%
-879.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | +3.2% | -4.6% | +7.8% | +5.0% |
| 30D | -3.7% | +0.5% | -4.2% | -4.1% |
| 3M | +1.0% | +46.6% | -45.6% | -13.7% |
| 6M | +22.1% | +57.3% | -35.2% | +0.1% |
| YTD | +72.7% | +39.5% | +33.1% | +46.8% |
| 1Y | +40.4% | +76.9% | -36.5% | +7.9% |
| 3Y | +45.2% | +39.4% | +5.9% | +16.2% |
| 5Y | -26.7% | -37.2% | +10.5% | -22.1% |
| 10Y | +178.5% | +253.4% | -74.9% | +57.5% |
| All | +448.0% | +1,327.4% | -879.4% | +114.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling