+116.0%
CMS vs CGNX
+193.6%
-77.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -1.1% |
| 7D | -1.9% | +3.2% | -5.1% | -2.2% |
| 30D | -4.1% | +6.0% | -10.1% | -4.6% |
| 3M | -7.1% | +3.5% | -10.6% | -7.7% |
| 6M | -10.1% | +26.3% | -36.3% | -12.6% |
| YTD | -1.7% | +79.2% | -81.0% | -8.4% |
| 1Y | -3.4% | +43.8% | -47.2% | -8.3% |
| 3Y | +31.6% | +52.0% | -20.4% | +21.5% |
| 5Y | +23.3% | -24.0% | +47.3% | +22.4% |
| All | +116.0% | +193.6% | -77.6% | +60.5% |
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