+1,350.3%
CRS vs CGNX
-25.4%
+1,375.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.1% | -5.2% | -2.4% |
| 7D | -6.8% | +3.2% | -9.9% | -7.7% |
| 30D | -16.1% | +6.0% | -22.1% | -17.8% |
| 3M | -21.2% | +3.5% | -24.7% | -22.4% |
| 6M | +8.7% | +26.3% | -17.6% | +0.4% |
| YTD | +41.0% | +79.2% | -38.3% | +13.2% |
| 1Y | +82.7% | +43.8% | +38.9% | +57.6% |
| 3Y | +604.8% | +52.0% | +552.8% | +459.4% |
| All | +1,350.3% | -25.4% | +1,375.7% | +1,178.6% |
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