+98.8%
CVE vs CGNX
+42.4%
+56.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.2% |
| 7D | +2.5% | +3.0% | -0.5% | +2.6% |
| 30D | +16.7% | -11.8% | +28.6% | +16.1% |
| 3M | +9.3% | -3.6% | +12.9% | +9.0% |
| 6M | +43.6% | +17.4% | +26.2% | +44.1% |
| YTD | +93.6% | +73.7% | +19.8% | +90.9% |
| 1Y | +98.8% | +41.5% | +57.2% | +107.7% |
| All | +98.8% | +42.4% | +56.4% | +107.7% |
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