-24.5%
CGNX vs MKTX
-60.5%
+36.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.2% | +4.1% |
| 7D | +3.2% | -0.2% | +3.4% | +3.2% |
| 30D | +6.0% | +0.7% | +5.3% | +5.8% |
| 3M | +3.5% | +40.8% | -37.3% | -5.4% |
| 6M | +26.3% | -8.0% | +34.3% | +28.0% |
| YTD | +79.2% | -8.7% | +88.0% | +81.6% |
| 1Y | +43.8% | -11.8% | +55.6% | +46.7% |
| 3Y | +52.0% | -24.0% | +76.0% | +55.0% |
| All | -24.5% | -60.5% | +36.0% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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