-50.5%
CPNG vs CGNX
-25.4%
-25.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.1% | -1.0% | +1.8% |
| 7D | -1.1% | +3.2% | -4.3% | -2.1% |
| 30D | -7.4% | +6.0% | -13.4% | -9.4% |
| 3M | -12.3% | +3.5% | -15.9% | -14.5% |
| 6M | -19.4% | +26.3% | -45.7% | -26.9% |
| YTD | -35.9% | +79.2% | -115.1% | -50.6% |
| 1Y | -53.4% | +43.8% | -97.2% | -61.3% |
| 3Y | -20.0% | +52.0% | -72.0% | -41.0% |
| All | -50.5% | -25.4% | -25.0% | -52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling