-36.2%
CLX vs CGNX
+49.8%
-86.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.1% | -5.2% | -1.2% |
| 7D | -5.7% | +3.2% | -8.9% | -5.7% |
| 30D | -17.0% | +6.0% | -23.0% | -17.1% |
| 3M | -9.7% | +3.5% | -13.2% | -9.8% |
| 6M | -19.8% | +26.3% | -46.1% | -20.6% |
| YTD | -9.8% | +79.2% | -89.1% | -11.7% |
| 1Y | -26.2% | +43.8% | -70.0% | -27.3% |
| 3Y | -36.2% | +52.0% | -88.1% | -40.0% |
| All | -36.2% | +49.8% | -86.0% | -40.0% |
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