+12.8%
IEFA vs CGNX
+19.2%
-6.4%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -10.5% | +7.5% | -2.0% |
| 7D | -1.7% | -19.5% | +17.7% | +0.3% |
| 30D | -1.8% | -28.4% | +26.7% | +1.3% |
| 3M | -4.5% | -32.7% | +28.2% | -1.0% |
| 6M | +1.8% | -19.0% | +20.8% | +3.3% |
| YTD | +8.5% | +32.6% | -24.0% | +5.0% |
| 1Y | +12.8% | +18.0% | -5.2% | +12.3% |
| All | +12.8% | +19.2% | -6.4% | +12.3% |
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