+24.5%
CMS vs CGNX
-25.4%
+49.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -0.9% |
| 7D | -1.9% | +3.2% | -5.1% | -2.0% |
| 30D | -4.1% | +6.0% | -10.1% | -4.3% |
| 3M | -7.1% | +3.5% | -10.6% | -7.3% |
| 6M | -10.1% | +26.3% | -36.3% | -11.2% |
| YTD | -1.7% | +79.2% | -81.0% | -4.9% |
| 1Y | -3.4% | +43.8% | -47.2% | -5.6% |
| 3Y | +31.6% | +52.0% | -20.4% | +25.8% |
| All | +24.5% | -25.4% | +49.9% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling