-66.6%
CHTR vs CGNX
+49.8%
-116.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.4% | +3.2% |
| 7D | -4.1% | +3.2% | -7.3% | -4.4% |
| 30D | -3.0% | +6.0% | -9.0% | -3.8% |
| 3M | +4.8% | +3.5% | +1.2% | +3.6% |
| 6M | -35.0% | +26.3% | -61.3% | -37.9% |
| YTD | -30.2% | +79.2% | -109.4% | -38.3% |
| 1Y | -44.8% | +43.8% | -88.6% | -49.1% |
| 3Y | -66.6% | +52.0% | -118.5% | -71.7% |
| All | -66.6% | +49.8% | -116.3% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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