+33.2%
DIS vs CGNX
+49.8%
-16.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | +0.3% |
| 7D | +1.2% | +3.2% | -2.0% | +0.9% |
| 30D | +3.2% | +6.0% | -2.8% | +2.5% |
| 3M | +7.0% | +3.5% | +3.5% | +6.0% |
| 6M | +6.4% | +26.3% | -19.9% | +2.7% |
| YTD | -5.6% | +79.2% | -84.9% | -14.6% |
| 1Y | -7.7% | +43.8% | -51.5% | -13.5% |
| 3Y | +33.2% | +52.0% | -18.8% | +13.7% |
| All | +33.2% | +49.8% | -16.6% | +13.7% |
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