+3.4%
EXC vs CGNX
+42.4%
-39.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.1% |
| 7D | -0.7% | +3.0% | -3.6% | -0.8% |
| 30D | -4.6% | -11.8% | +7.2% | -4.1% |
| 3M | -2.2% | -3.6% | +1.4% | -2.3% |
| 6M | -10.6% | +17.4% | -28.0% | -12.2% |
| YTD | +1.9% | +73.7% | -71.8% | -2.2% |
| 1Y | +3.4% | +41.5% | -38.1% | -1.2% |
| All | +3.4% | +42.4% | -39.0% | -1.2% |
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