+89.9%
CVE vs CGNX
+1,517.5%
-1,427.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -2.0% |
| 7D | +2.5% | +3.0% | -0.5% | +1.6% |
| 30D | +16.7% | -11.8% | +28.6% | +20.6% |
| 3M | +9.3% | -3.6% | +12.9% | +8.8% |
| 6M | +43.6% | +17.4% | +26.2% | +33.1% |
| YTD | +93.6% | +73.7% | +19.8% | +53.7% |
| 1Y | +98.8% | +41.5% | +57.2% | +66.6% |
| 3Y | +73.6% | +34.1% | +39.5% | +41.5% |
| 5Y | +312.5% | -27.3% | +339.8% | +297.1% |
| 10Y | +161.0% | +166.6% | -5.6% | +56.3% |
| All | +89.9% | +1,517.5% | -1,427.6% | -45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling