+14.8%
CNH vs CGNX
+31.4%
-16.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.7% | +8.5% | +1.2% |
| 7D | +6.5% | -9.2% | +15.6% | +7.9% |
| 30D | -12.0% | -17.6% | +5.6% | -9.3% |
| 3M | +4.4% | -25.7% | +30.1% | +9.5% |
| 6M | +15.7% | -5.5% | +21.2% | +16.3% |
| YTD | +28.2% | +48.1% | -19.9% | +17.0% |
| 1Y | +14.8% | +33.5% | -18.7% | +9.2% |
| All | +14.8% | +31.4% | -16.7% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling