-11.2%
CRM vs CGNX
+19.2%
-30.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -10.5% | +8.4% | -2.7% |
| 7D | -3.7% | -19.5% | +15.8% | -4.9% |
| 30D | -1.1% | -28.4% | +27.3% | -2.9% |
| 3M | +15.5% | -32.7% | +48.2% | +13.2% |
| 6M | +19.5% | -19.0% | +38.5% | +17.6% |
| YTD | -15.5% | +32.6% | -48.0% | -20.7% |
| 1Y | -11.2% | +18.0% | -29.3% | -12.7% |
| All | -11.2% | +19.2% | -30.4% | -12.7% |
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