+865.3%
CGNX vs URA
-29.9%
+895.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | 0.0% |
| 7D | +3.2% | +5.7% | -2.5% | +0.9% |
| 30D | -3.7% | +5.6% | -9.3% | -6.0% |
| 3M | +1.0% | +6.2% | -5.2% | -1.5% |
| 6M | +22.1% | -8.2% | +30.3% | +25.2% |
| YTD | +72.7% | +9.7% | +63.0% | +62.5% |
| 1Y | +40.4% | +17.0% | +23.4% | +26.6% |
| 3Y | +45.2% | +118.5% | -73.2% | -3.7% |
| 5Y | -26.7% | +134.3% | -161.0% | -55.4% |
| 10Y | +178.5% | +377.5% | -199.0% | +11.7% |
| All | +865.3% | -29.9% | +895.2% | +733.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling