+213.7%
ICE vs CGNX
+193.6%
+20.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | +0.4% |
| 7D | -2.4% | +3.2% | -5.6% | -2.9% |
| 30D | +4.0% | +6.0% | -2.0% | +2.9% |
| 3M | +13.7% | +3.5% | +10.1% | +12.0% |
| 6M | +0.9% | +26.3% | -25.4% | -4.5% |
| YTD | -2.1% | +79.2% | -81.4% | -14.7% |
| 1Y | -9.5% | +43.8% | -53.3% | -18.2% |
| 3Y | +42.1% | +52.0% | -9.9% | +22.3% |
| 5Y | +41.4% | -24.0% | +65.4% | +38.8% |
| All | +213.7% | +193.6% | +20.1% | +134.7% |
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