-11.2%
CTSH vs CGNX
+49.8%
-61.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.2% | +2.8% |
| 7D | -3.7% | +3.2% | -6.9% | -3.8% |
| 30D | +3.7% | +6.0% | -2.3% | +3.5% |
| 3M | +17.9% | +3.5% | +14.4% | +17.3% |
| 6M | -2.6% | +26.3% | -28.9% | -5.0% |
| YTD | -26.4% | +79.2% | -105.6% | -32.4% |
| 1Y | -13.0% | +43.8% | -56.8% | -17.3% |
| 3Y | -11.2% | +52.0% | -63.2% | -22.1% |
| All | -11.2% | +49.8% | -61.0% | -22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling