+73.2%
CVE vs CGNX
+31.4%
+41.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -8.7% | +1.0% | -8.1% |
| 7D | -12.1% | -9.2% | -2.9% | -12.5% |
| 30D | -9.8% | -17.6% | +7.8% | -10.8% |
| 3M | -0.7% | -25.7% | +25.0% | -2.7% |
| 6M | -4.3% | -5.5% | +1.2% | -4.1% |
| YTD | +70.6% | +48.1% | +22.5% | +78.6% |
| 1Y | +73.2% | +33.5% | +39.6% | +79.2% |
| All | +73.2% | +31.4% | +41.7% | +79.2% |
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