-62.9%
CSGP vs CGNX
-34.2%
-28.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.5% |
| 7D | -7.1% | -2.5% | -4.6% | -6.8% |
| 30D | +3.6% | -16.3% | +20.0% | +6.1% |
| 3M | -2.7% | -17.7% | +14.9% | -0.7% |
| 6M | -8.0% | -22.9% | +14.8% | -6.2% |
| YTD | -55.0% | +44.4% | -99.3% | -62.4% |
| 1Y | -55.8% | +35.6% | -91.3% | -62.3% |
| 3Y | -62.0% | +45.4% | -107.4% | -71.5% |
| 5Y | -62.9% | -33.4% | -29.5% | -57.5% |
| All | -62.9% | -34.2% | -28.7% | -57.5% |
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