-47.8%
COMP vs CGNX
-20.7%
-27.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.1% | -0.3% | +1.4% |
| 7D | -5.5% | +3.2% | -8.7% | -7.1% |
| 30D | -17.4% | +6.0% | -23.4% | -20.8% |
| 3M | +24.4% | +3.5% | +20.8% | +19.2% |
| 6M | +21.8% | +26.3% | -4.5% | +3.4% |
| YTD | -0.6% | +79.2% | -79.8% | -38.9% |
| 1Y | +11.5% | +43.8% | -32.3% | -21.9% |
| 3Y | +220.4% | +52.0% | +168.5% | +91.2% |
| 5Y | -26.6% | -24.0% | -2.5% | -27.5% |
| All | -47.8% | -20.7% | -27.1% | -50.4% |
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