-46.9%
CPNG vs CGNX
+31.4%
-78.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -8.7% | +20.6% | +12.4% |
| 7D | +20.8% | -9.2% | +30.0% | +21.3% |
| 30D | +20.1% | -17.6% | +37.6% | +21.3% |
| 3M | +1.6% | -25.7% | +27.3% | +3.5% |
| 6M | -15.8% | -5.5% | -10.3% | -16.4% |
| YTD | -27.7% | +48.1% | -75.8% | -33.2% |
| 1Y | -46.9% | +33.5% | -80.4% | -48.9% |
| All | -46.9% | +31.4% | -78.4% | -48.9% |
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