+148.6%
CVE vs CGNX
+94.1%
+54.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.1% |
| 7D | +5.9% | +4.7% | +1.3% | +4.6% |
| 30D | -10.9% | -12.7% | +1.8% | -7.8% |
| 3M | -4.5% | -18.7% | +14.2% | 0.0% |
| 6M | -1.0% | -21.2% | +20.2% | +3.0% |
| YTD | +74.7% | +39.6% | +35.2% | +46.2% |
| 1Y | +65.8% | +35.6% | +30.3% | +39.5% |
| 3Y | +73.2% | +44.7% | +28.5% | +33.9% |
| 5Y | +155.6% | -37.8% | +193.4% | +159.3% |
| All | +148.6% | +94.1% | +54.4% | +106.4% |
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