+20.2%
CLF vs CGNX
+31.4%
-11.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -8.7% | -0.5% | -8.3% |
| 7D | -7.9% | -9.2% | +1.3% | -6.9% |
| 30D | +5.2% | -17.6% | +22.8% | +6.7% |
| 3M | +4.3% | -25.7% | +30.0% | +5.9% |
| 6M | +25.3% | -5.5% | +30.8% | +28.3% |
| YTD | -3.3% | +48.1% | -51.4% | -1.5% |
| 1Y | +20.2% | +33.5% | -13.3% | +29.2% |
| All | +20.2% | +31.4% | -11.2% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling