+1,115.6%
CGNX vs MKTX
+1,442.6%
-327.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.3% |
| 6M | +26.3% | -8.0% | +34.3% | +27.4% |
| YTD | +79.2% | -8.7% | +88.0% | +80.7% |
| 1Y | +43.8% | -11.8% | +55.6% | +45.6% |
| 3Y | +52.0% | -24.0% | +76.0% | +55.4% |
| 5Y | -24.0% | -60.3% | +36.3% | -7.2% |
| 10Y | +189.1% | +5.0% | +184.1% | +155.4% |
| All | +1,115.6% | +1,442.6% | -327.0% | +316.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling