+145.8%
GOOG vs CGNX
+49.8%
+96.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | +1.0% |
| 7D | 0.0% | +3.2% | -3.1% | -0.4% |
| 30D | -2.0% | +6.0% | -8.0% | -2.9% |
| 3M | -5.9% | +3.5% | -9.4% | -6.7% |
| 6M | +8.9% | +26.3% | -17.4% | +4.6% |
| YTD | +7.1% | +79.2% | -72.1% | -3.3% |
| 1Y | +39.7% | +43.8% | -4.1% | +30.0% |
| 3Y | +145.8% | +52.0% | +93.9% | +125.9% |
| All | +145.8% | +49.8% | +96.1% | +125.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling