-66.2%
CSGP vs CGNX
-25.5%
-40.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.1% | +3.6% | -8.7% | -5.8% |
| 30D | +0.3% | -6.8% | +7.2% | +1.4% |
| 3M | -9.1% | -0.1% | -9.0% | -10.5% |
| 6M | -37.3% | +26.2% | -63.5% | -42.0% |
| YTD | -54.9% | +73.7% | -128.6% | -63.0% |
| 1Y | -65.5% | +40.4% | -105.9% | -70.1% |
| 3Y | -63.3% | +46.1% | -109.3% | -70.5% |
| All | -66.2% | -25.5% | -40.7% | -65.7% |
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 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