-7.6%
CTSH vs CGNX
+31.4%
-39.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -8.7% | +11.7% | +1.1% |
| 7D | -0.9% | -9.2% | +8.3% | -2.8% |
| 30D | +13.1% | -17.6% | +30.7% | +9.2% |
| 3M | +17.9% | -25.7% | +43.6% | +11.9% |
| 6M | +28.5% | -5.5% | +34.0% | +27.6% |
| YTD | -19.3% | +48.1% | -67.4% | -19.6% |
| 1Y | -7.6% | +33.5% | -41.1% | -2.2% |
| All | -7.6% | +31.4% | -39.1% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling