+11.5%
COMP vs CGNX
+45.2%
-33.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.1% | -0.3% | +3.1% |
| 7D | -5.5% | +3.2% | -8.7% | -5.9% |
| 30D | -17.4% | +6.0% | -23.4% | -18.4% |
| 3M | +24.4% | +3.5% | +20.8% | +23.5% |
| 6M | +21.8% | +26.3% | -4.5% | +18.3% |
| YTD | -0.6% | +79.2% | -79.8% | -7.1% |
| 1Y | +11.5% | +43.8% | -32.3% | +6.6% |
| All | +11.5% | +45.2% | -33.7% | +6.6% |
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