+70.3%
CVE vs CGNX
+1,219.2%
-1,148.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.2% |
| 7D | +4.6% | +6.9% | -2.2% | +2.6% |
| 30D | -12.0% | -15.4% | +3.4% | -8.1% |
| 3M | -3.8% | -16.2% | +12.4% | +0.1% |
| 6M | -2.7% | -22.5% | +19.8% | +1.9% |
| YTD | +73.6% | +41.7% | +31.9% | +44.9% |
| 1Y | +62.0% | +33.8% | +28.2% | +37.2% |
| 3Y | +72.7% | +42.7% | +30.0% | +35.8% |
| 5Y | +153.9% | -36.8% | +190.7% | +153.1% |
| 10Y | +147.6% | +98.1% | +49.6% | +60.8% |
| All | +70.3% | +1,219.2% | -1,148.9% | -48.3% |
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