+4.5%
CI vs CGNX
+49.8%
-45.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | 0.0% |
| 7D | -0.1% | +3.2% | -3.2% | -0.1% |
| 30D | +1.8% | +6.0% | -4.2% | +1.8% |
| 3M | -4.2% | +3.5% | -7.8% | -4.4% |
| 6M | +8.8% | +26.3% | -17.4% | +7.9% |
| YTD | +3.7% | +79.2% | -75.5% | +1.4% |
| 1Y | -6.1% | +43.8% | -49.9% | -6.9% |
| 3Y | +4.5% | +52.0% | -47.5% | +8.1% |
| All | +4.5% | +49.8% | -45.3% | +8.1% |
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