+122.4%
GLW vs CGNX
+45.2%
+77.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.1% | -2.1% | 0.0% |
| 7D | +7.8% | +3.2% | +4.7% | +6.2% |
| 30D | -0.4% | +6.0% | -6.4% | -3.1% |
| 3M | -5.6% | +3.5% | -9.1% | -5.6% |
| 6M | +26.7% | +26.3% | +0.4% | +21.2% |
| YTD | +91.0% | +79.2% | +11.8% | +65.5% |
| 1Y | +122.4% | +43.8% | +78.6% | +104.2% |
| All | +122.4% | +45.2% | +77.3% | +104.2% |
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