+487.4%
CSX vs CGNX
+193.6%
+293.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -1.3% |
| 7D | -0.9% | +3.2% | -4.1% | -1.8% |
| 30D | -2.0% | +6.0% | -8.0% | -3.7% |
| 3M | +3.6% | +3.5% | +0.1% | +1.7% |
| 6M | +22.0% | +26.3% | -4.2% | +12.8% |
| YTD | +36.3% | +79.2% | -43.0% | +11.2% |
| 1Y | +50.9% | +43.8% | +7.1% | +29.9% |
| 3Y | +69.2% | +52.0% | +17.2% | +36.2% |
| 5Y | +69.2% | -24.0% | +93.3% | +65.2% |
| All | +487.4% | +193.6% | +293.8% | +289.3% |
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