+46.7%
F vs CGNX
-25.4%
+72.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.8% |
| YTD | +10.2% | +79.2% | -69.1% | -13.2% |
| 1Y | +24.3% | +43.8% | -19.5% | +5.1% |
| 3Y | +38.1% | +52.0% | -13.9% | +7.5% |
| All | +46.7% | -25.4% | +72.1% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling