+34.1%
D vs CGNX
+193.6%
-159.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.1% | -5.2% | -1.5% |
| 7D | -2.2% | +3.2% | -5.4% | -2.6% |
| 30D | -4.5% | +6.0% | -10.5% | -5.2% |
| 3M | -2.5% | +3.5% | -6.1% | -3.3% |
| 6M | +5.5% | +26.3% | -20.7% | +1.7% |
| YTD | +13.3% | +79.2% | -66.0% | +3.3% |
| 1Y | +11.8% | +43.8% | -32.0% | +4.5% |
| 3Y | +56.7% | +52.0% | +4.8% | +41.0% |
| 5Y | +4.3% | -24.0% | +28.3% | +3.0% |
| All | +34.1% | +193.6% | -159.5% | -2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling