+26.1%
ES vs CGNX
+49.8%
-23.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -0.9% |
| 7D | -3.6% | +3.2% | -6.7% | -3.7% |
| 30D | -4.2% | +6.0% | -10.2% | -4.5% |
| 3M | +0.1% | +3.5% | -3.4% | -0.3% |
| 6M | -6.2% | +26.3% | -32.5% | -8.0% |
| YTD | +4.1% | +79.2% | -75.2% | -1.1% |
| 1Y | +10.2% | +43.8% | -33.6% | +6.4% |
| 3Y | +26.1% | +52.0% | -25.9% | +12.1% |
| All | +26.1% | +49.8% | -23.7% | +12.1% |
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 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