+94.1%
CRH vs CGNX
-25.4%
+119.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | 0.0% |
| 7D | -6.1% | +3.2% | -9.2% | -6.8% |
| 30D | -9.3% | +6.0% | -15.3% | -10.8% |
| 3M | -15.2% | +3.5% | -18.7% | -16.7% |
| 6M | -14.2% | +26.3% | -40.5% | -20.4% |
| YTD | -28.3% | +79.2% | -107.5% | -41.3% |
| 1Y | -21.8% | +43.8% | -65.6% | -32.1% |
| 3Y | +71.6% | +52.0% | +19.7% | +38.8% |
| All | +94.1% | -25.4% | +119.5% | +82.4% |
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 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