+225.5%
CRWD vs CGNX
-25.4%
+251.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.1% | -2.6% |
| 7D | -3.0% | +3.2% | -6.1% | -4.2% |
| 30D | -6.8% | +6.0% | -12.8% | -9.0% |
| 3M | +19.6% | +3.5% | +16.0% | +17.0% |
| 6M | +87.1% | +26.3% | +60.8% | +68.3% |
| YTD | +76.4% | +79.2% | -2.8% | +30.6% |
| 1Y | +90.8% | +43.8% | +47.0% | +54.8% |
| 3Y | +380.0% | +52.0% | +328.0% | +244.0% |
| All | +225.5% | -25.4% | +251.0% | +255.6% |
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