+344.6%
CVE vs CGNX
-27.6%
+372.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +1.6% | +1.5% | +0.2% | +1.4% |
| 30D | +11.7% | -1.8% | +13.5% | +11.9% |
| 3M | +18.2% | +5.3% | +12.9% | +15.9% |
| 6M | +48.8% | +22.3% | +26.5% | +40.8% |
| YTD | +99.4% | +72.2% | +27.2% | +70.9% |
| 1Y | +97.9% | +39.8% | +58.0% | +77.4% |
| 3Y | +76.3% | +44.8% | +31.4% | +48.4% |
| 5Y | +344.6% | -27.0% | +371.7% | +324.4% |
| All | +344.6% | -27.6% | +372.2% | +324.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling