+98.2%
CVE vs CGNX
+45.2%
+53.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -0.5% |
| 7D | +2.3% | +3.2% | -0.9% | +2.4% |
| 30D | +9.7% | +6.0% | +3.7% | +10.1% |
| 3M | +16.9% | +3.5% | +13.4% | +16.9% |
| 6M | +41.4% | +26.3% | +15.1% | +42.0% |
| YTD | +98.0% | +79.2% | +18.8% | +94.9% |
| 1Y | +98.2% | +43.8% | +54.5% | +104.5% |
| All | +98.2% | +45.2% | +53.1% | +104.5% |
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