-7.1%
CMG vs CGNX
+49.8%
-56.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | -0.3% |
| 7D | -2.1% | +3.2% | -5.2% | -2.5% |
| 30D | +10.9% | +6.0% | +4.9% | +9.9% |
| 3M | +15.8% | +3.5% | +12.3% | +14.5% |
| 6M | +6.9% | +26.3% | -19.4% | +2.1% |
| YTD | -2.2% | +79.2% | -81.4% | -13.6% |
| 1Y | -7.1% | +43.8% | -50.9% | -13.6% |
| 3Y | -7.1% | +52.0% | -59.1% | -15.4% |
| All | -7.1% | +49.8% | -56.9% | -15.4% |
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