-14.4%
CLF vs CGNX
+49.8%
-64.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | +0.6% |
| 7D | -3.5% | +3.2% | -6.7% | -4.5% |
| 30D | -1.6% | +6.0% | -7.6% | -3.5% |
| 3M | -12.0% | +3.5% | -15.6% | -13.8% |
| 6M | +30.0% | +26.3% | +3.7% | +19.6% |
| YTD | -9.2% | +79.2% | -88.4% | -31.2% |
| 1Y | +2.3% | +43.8% | -41.5% | -13.2% |
| 3Y | -14.4% | +52.0% | -66.4% | -34.2% |
| All | -14.4% | +49.8% | -64.2% | -34.2% |
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 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