-12.1%
DOW vs CGNX
+28.9%
-40.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.1% | -6.2% | -3.4% |
| 7D | -1.4% | +3.2% | -4.6% | -2.4% |
| 30D | -3.9% | +6.0% | -9.9% | -6.1% |
| 3M | -12.7% | +3.5% | -16.2% | -15.4% |
| 6M | -13.7% | +26.3% | -40.0% | -23.5% |
| YTD | +28.4% | +79.2% | -50.9% | -4.7% |
| 1Y | +21.8% | +43.8% | -22.0% | -1.7% |
| 3Y | -35.7% | +52.0% | -87.7% | -52.3% |
| 5Y | -36.8% | -24.0% | -12.8% | -39.1% |
| All | -12.1% | +28.9% | -40.9% | -48.1% |
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