+22.2%
CTSH vs CGNX
+193.6%
-171.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.2% | +1.9% |
| 7D | -3.7% | +3.2% | -6.9% | -4.4% |
| 30D | +3.7% | +6.0% | -2.3% | +1.9% |
| 3M | +17.9% | +3.5% | +14.4% | +14.9% |
| 6M | -2.6% | +26.3% | -28.9% | -11.1% |
| YTD | -26.4% | +79.2% | -105.6% | -41.6% |
| 1Y | -13.0% | +43.8% | -56.8% | -26.8% |
| 3Y | -11.2% | +52.0% | -63.2% | -30.7% |
| 5Y | -14.3% | -24.0% | +9.8% | -16.9% |
| All | +22.2% | +193.6% | -171.4% | -21.3% |
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