+33.5%
CGNX vs URA
-32.2%
+65.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.1% | -7.6% | -8.3% |
| 7D | -9.2% | -10.5% | +1.3% | -4.9% |
| 30D | -17.6% | -18.6% | +1.1% | -10.3% |
| 3M | -25.7% | -23.0% | -2.7% | -17.8% |
| 6M | -5.5% | -40.3% | +34.8% | +12.5% |
| YTD | +48.1% | -23.5% | +71.6% | +56.8% |
| 1Y | +33.5% | -31.1% | +64.6% | +45.4% |
| All | +33.5% | -32.2% | +65.7% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling