-9.9%
IR vs CGNX
+45.2%
-55.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -0.9% |
| 7D | -4.5% | +3.2% | -7.7% | -5.0% |
| 30D | -13.9% | +6.0% | -19.9% | -14.9% |
| 3M | -0.3% | +3.5% | -3.9% | -1.2% |
| 6M | -14.3% | +26.3% | -40.6% | -17.5% |
| YTD | -7.9% | +79.2% | -87.1% | -16.6% |
| 1Y | -9.9% | +43.8% | -53.7% | -15.7% |
| All | -9.9% | +45.2% | -55.0% | -15.7% |
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 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