+20.6%
ICE vs CGNX
+31.4%
-10.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -8.7% | +11.0% | +1.8% |
| 7D | +12.2% | -9.2% | +21.3% | +11.5% |
| 30D | +15.0% | -17.6% | +32.5% | +14.0% |
| 3M | +17.6% | -25.7% | +43.3% | +16.1% |
| 6M | +12.6% | -5.5% | +18.1% | +11.8% |
| YTD | +9.1% | +48.1% | -39.0% | +6.8% |
| 1Y | +20.6% | +33.5% | -12.9% | +20.8% |
| All | +20.6% | +31.4% | -10.8% | +20.8% |
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 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