+132.3%
HON vs CGNX
+193.6%
-61.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -0.9% |
| 7D | -3.5% | +3.2% | -6.6% | -4.2% |
| 30D | -13.8% | +6.0% | -19.8% | -15.1% |
| 3M | -11.7% | +3.5% | -15.2% | -13.1% |
| 6M | -18.7% | +26.3% | -45.0% | -24.2% |
| YTD | +0.2% | +79.2% | -79.0% | -16.4% |
| 1Y | -3.1% | +43.8% | -46.9% | -15.0% |
| 3Y | +17.0% | +52.0% | -35.0% | -3.5% |
| 5Y | +2.0% | -24.0% | +26.1% | -0.1% |
| All | +132.3% | +193.6% | -61.3% | +48.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling