+5.6%
INDA vs CGNX
-25.4%
+31.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | +0.5% |
| 7D | -2.7% | +3.2% | -5.8% | -3.0% |
| 30D | -2.8% | +6.0% | -8.8% | -3.5% |
| 3M | +1.6% | +3.5% | -1.9% | +0.9% |
| 6M | -1.4% | +26.3% | -27.7% | -4.7% |
| YTD | -10.1% | +79.2% | -89.4% | -17.5% |
| 1Y | -8.8% | +43.8% | -52.6% | -14.2% |
| 3Y | +7.6% | +52.0% | -44.3% | -2.2% |
| All | +5.6% | -25.4% | +31.0% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling