+26.2%
GEN vs CGNX
-25.4%
+51.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | +0.4% |
| 7D | -1.3% | +3.2% | -4.4% | -1.7% |
| 30D | +6.1% | +6.0% | +0.1% | +5.1% |
| 3M | +27.0% | +3.5% | +23.4% | +25.5% |
| 6M | +43.9% | +26.3% | +17.6% | +37.2% |
| YTD | +13.0% | +79.2% | -66.3% | -0.4% |
| 1Y | +4.0% | +43.8% | -39.8% | -4.8% |
| 3Y | +66.2% | +52.0% | +14.2% | +43.6% |
| All | +26.2% | -25.4% | +51.6% | +21.3% |
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