+28.0%
CNH vs CGNX
+42.4%
-14.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.6% | +3.6% |
| 7D | +23.3% | +3.0% | +20.3% | +22.6% |
| 30D | +33.5% | -11.8% | +45.3% | +36.6% |
| 3M | +32.7% | -3.6% | +36.3% | +33.3% |
| 6M | +22.2% | +17.4% | +4.8% | +18.2% |
| YTD | +57.7% | +73.7% | -16.1% | +41.0% |
| 1Y | +28.0% | +41.5% | -13.5% | +18.7% |
| All | +28.0% | +42.4% | -14.4% | +18.7% |
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