+52.0%
CGNX vs USFR
+14.1%
+37.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.0% | +4.3% |
| 7D | +3.2% | +0.1% | +3.0% | +3.5% |
| 30D | +6.0% | +0.4% | +5.6% | +7.0% |
| 3M | +3.5% | +1.0% | +2.5% | +6.2% |
| 6M | +26.3% | +2.0% | +24.3% | +29.7% |
| YTD | +79.2% | +2.8% | +76.5% | +84.9% |
| 1Y | +43.8% | +4.1% | +39.7% | +51.1% |
| 3Y | +52.0% | +14.1% | +37.8% | +126.7% |
| All | +52.0% | +14.1% | +37.8% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling