+632.4%
GEV vs CGNX
+57.3%
+575.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.1% | -0.5% | +2.2% |
| 7D | +1.6% | +3.2% | -1.5% | +0.6% |
| 30D | -7.9% | +6.0% | -13.9% | -9.7% |
| 3M | +5.6% | +3.5% | +2.1% | +4.7% |
| 6M | +13.1% | +26.3% | -13.2% | +5.7% |
| YTD | +46.7% | +79.2% | -32.5% | +20.1% |
| 1Y | +51.3% | +43.8% | +7.5% | +32.8% |
| All | +632.4% | +57.3% | +575.1% | +479.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling