+86.4%
F vs CGNX
+193.6%
-107.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | -0.6% |
| 7D | -4.4% | +3.2% | -7.6% | -5.4% |
| 30D | +1.0% | +6.0% | -5.0% | -1.0% |
| 3M | -4.0% | +3.5% | -7.5% | -6.1% |
| 6M | +18.1% | +26.3% | -8.2% | +7.9% |
| YTD | +10.2% | +79.2% | -69.1% | -12.6% |
| 1Y | +24.3% | +43.8% | -19.5% | +5.2% |
| 3Y | +38.1% | +52.0% | -13.9% | +9.5% |
| 5Y | +50.2% | -24.0% | +74.3% | +45.4% |
| All | +86.4% | +193.6% | -107.2% | +23.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling