+185.8%
CGNX vs URA
+346.2%
-160.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.3% | +7.4% | +5.3% |
| 7D | +3.2% | -5.5% | +8.7% | +5.2% |
| 30D | +6.0% | -3.7% | +9.7% | +7.2% |
| 3M | +3.5% | -2.9% | +6.4% | +4.4% |
| 6M | +26.3% | -15.2% | +41.5% | +33.2% |
| YTD | +79.2% | +1.9% | +77.4% | +73.7% |
| 1Y | +43.8% | +6.9% | +36.9% | +34.7% |
| 3Y | +52.0% | +99.6% | -47.7% | +6.0% |
| 5Y | -24.0% | +101.2% | -125.2% | -49.9% |
| All | +185.8% | +346.2% | -160.4% | +27.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling