-65.3%
CSGP vs CGNX
+42.4%
-107.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -2.1% |
| 7D | -4.1% | +3.0% | -7.0% | -3.7% |
| 30D | +2.3% | -11.8% | +14.2% | +1.1% |
| 3M | -8.2% | -3.6% | -4.6% | -8.2% |
| 6M | -35.1% | +17.4% | -52.5% | -34.4% |
| YTD | -54.0% | +73.7% | -127.8% | -53.9% |
| 1Y | -65.3% | +41.5% | -106.8% | -64.9% |
| All | -65.3% | +42.4% | -107.7% | -64.9% |
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