+3,154.0%
CLS vs CGNX
+193.6%
+2,960.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.1% | +2.5% | +5.0% |
| 7D | +10.9% | +3.2% | +7.8% | +9.7% |
| 30D | +2.1% | +6.0% | -3.9% | -0.1% |
| 3M | -10.2% | +3.5% | -13.7% | -11.2% |
| 6M | +30.4% | +26.3% | +4.1% | +20.6% |
| YTD | +17.2% | +79.2% | -62.0% | -8.8% |
| 1Y | +41.0% | +43.8% | -2.8% | +18.7% |
| 3Y | +1,338.0% | +52.0% | +1,286.0% | +1,041.0% |
| 5Y | +3,860.6% | -24.0% | +3,884.6% | +3,780.5% |
| All | +3,154.0% | +193.6% | +2,960.4% | +2,138.5% |
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