+51.9%
DOW vs CGNX
+31.4%
+20.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.7% | +5.5% | -4.0% |
| 7D | -4.2% | -9.2% | +5.0% | -5.0% |
| 30D | +14.7% | -17.6% | +32.3% | +13.0% |
| 3M | +9.1% | -25.7% | +34.8% | +6.7% |
| 6M | -17.7% | -5.5% | -12.2% | -17.9% |
| YTD | +44.6% | +48.1% | -3.5% | +34.4% |
| 1Y | +51.9% | +33.5% | +18.4% | +51.4% |
| All | +51.9% | +31.4% | +20.5% | +51.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling