+49.2%
GEV vs CGNX
+33.1%
+16.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -8.7% | -0.6% | -5.9% |
| 7D | -5.1% | -9.2% | +4.0% | -1.3% |
| 30D | -15.8% | -17.6% | +1.7% | -9.4% |
| 3M | -18.2% | -25.7% | +7.5% | -9.0% |
| 6M | -22.4% | -5.5% | -16.9% | -18.3% |
| YTD | +27.7% | +48.1% | -20.4% | +16.1% |
| All | +49.2% | +33.1% | +16.0% | +47.1% |
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 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