+7.4%
CNH vs CGNX
+49.8%
-42.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | -0.6% |
| 7D | -5.7% | +3.2% | -8.9% | -6.6% |
| 30D | +26.6% | +6.0% | +20.6% | +24.0% |
| 3M | +31.1% | +3.5% | +27.5% | +28.8% |
| 6M | +24.9% | +26.3% | -1.4% | +15.4% |
| YTD | +48.7% | +79.2% | -30.5% | +19.7% |
| 1Y | +22.2% | +43.8% | -21.6% | +5.5% |
| 3Y | +7.4% | +52.0% | -44.5% | -16.8% |
| All | +7.4% | +49.8% | -42.3% | -16.8% |
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