+51.0%
CL vs CGNX
+193.6%
-142.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.1% | -5.4% | -1.6% |
| 7D | -2.2% | +3.2% | -5.4% | -2.5% |
| 30D | -6.0% | +6.0% | -12.0% | -6.5% |
| 3M | -2.3% | +3.5% | -5.9% | -3.0% |
| 6M | -2.0% | +26.3% | -28.3% | -4.5% |
| YTD | +11.8% | +79.2% | -67.4% | +5.0% |
| 1Y | +5.8% | +43.8% | -38.0% | +1.0% |
| 3Y | +25.9% | +52.0% | -26.0% | +17.2% |
| 5Y | +26.9% | -24.0% | +51.0% | +28.0% |
| All | +51.0% | +193.6% | -142.6% | +13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling