-21.8%
CRH vs CGNX
+45.2%
-66.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | +0.6% |
| 7D | -6.1% | +3.2% | -9.2% | -6.4% |
| 30D | -9.3% | +6.0% | -15.3% | -9.9% |
| 3M | -15.2% | +3.5% | -18.7% | -15.7% |
| 6M | -14.2% | +26.3% | -40.5% | -16.4% |
| YTD | -28.3% | +79.2% | -107.5% | -32.9% |
| 1Y | -21.8% | +43.8% | -65.6% | -25.2% |
| All | -21.8% | +45.2% | -66.9% | -25.2% |
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