-24.5%
CGNX vs GWRE
+15.1%
-39.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.6% | +3.5% | +4.0% |
| 7D | +3.2% | -13.2% | +16.4% | +6.1% |
| 30D | +6.0% | -18.6% | +24.6% | +9.1% |
| 3M | +3.5% | +18.9% | -15.4% | -4.3% |
| 6M | +26.3% | -11.0% | +37.2% | +24.3% |
| YTD | +79.2% | -29.9% | +109.1% | +90.7% |
| 1Y | +43.8% | -44.3% | +88.1% | +67.1% |
| 3Y | +52.0% | +51.7% | +0.3% | +1.3% |
| All | -24.5% | +15.1% | -39.5% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 5y: compounded portfolio wealth divided by compounded GWRE 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…
5y analysis · Full analysis span regression · 6 months rolling