-61.5%
CSGP vs CGNX
+46.9%
-108.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.2% |
| 7D | -7.1% | -2.5% | -4.6% | -7.1% |
| 30D | +3.6% | -16.3% | +20.0% | +4.0% |
| 3M | -2.7% | -17.7% | +14.9% | -2.5% |
| 6M | -8.0% | -22.9% | +14.8% | -7.8% |
| YTD | -55.0% | +44.4% | -99.3% | -59.0% |
| 1Y | -55.8% | +35.6% | -91.3% | -59.3% |
| All | -61.5% | +46.9% | -108.3% | -69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling