+73.2%
CVE vs CGNX
+42.0%
+31.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.9% |
| 7D | +5.9% | +4.7% | +1.3% | +5.3% |
| 30D | -10.9% | -12.7% | +1.8% | -9.3% |
| 3M | -4.5% | -18.7% | +14.2% | -2.2% |
| 6M | -1.0% | -21.2% | +20.2% | +0.9% |
| YTD | +74.7% | +39.6% | +35.2% | +54.3% |
| 1Y | +65.8% | +35.6% | +30.3% | +47.2% |
| 3Y | +73.2% | +44.7% | +28.5% | +30.9% |
| All | +73.2% | +42.0% | +31.2% | +30.9% |
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