+44.4%
CSGP vs CGNX
+193.6%
-149.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.1% | -0.8% | +2.3% |
| 7D | -1.5% | +3.2% | -4.6% | -2.2% |
| 30D | -0.1% | +6.0% | -6.1% | -2.0% |
| 3M | -6.7% | +3.5% | -10.2% | -9.1% |
| 6M | -32.8% | +26.3% | -59.1% | -38.8% |
| YTD | -54.7% | +79.2% | -133.9% | -64.3% |
| 1Y | -65.0% | +43.8% | -108.8% | -70.7% |
| 3Y | -63.0% | +52.0% | -115.0% | -71.2% |
| 5Y | -66.2% | -24.0% | -42.2% | -67.3% |
| All | +44.4% | +193.6% | -149.2% | -23.6% |
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 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