+1,323.2%
CRS vs CGNX
+193.6%
+1,129.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.1% | -5.2% | -2.8% |
| 7D | -6.8% | +3.2% | -9.9% | -8.0% |
| 30D | -16.1% | +6.0% | -22.1% | -18.2% |
| 3M | -21.2% | +3.5% | -24.7% | -22.8% |
| 6M | +8.7% | +26.3% | -17.6% | -1.9% |
| YTD | +41.0% | +79.2% | -38.3% | +6.3% |
| 1Y | +82.7% | +43.8% | +38.9% | +49.8% |
| 3Y | +604.8% | +52.0% | +552.8% | +425.7% |
| 5Y | +1,384.7% | -24.0% | +1,408.7% | +1,357.5% |
| All | +1,323.2% | +193.6% | +1,129.6% | +431.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling