-84.4%
IRE vs CGNX
+36.8%
-121.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | -3.6% |
| 7D | -4.5% | +3.2% | -7.7% | -7.8% |
| 30D | -7.8% | +6.0% | -13.8% | -12.7% |
| 3M | -60.0% | +3.5% | -63.5% | -59.5% |
| 6M | -48.3% | +26.3% | -74.6% | -51.8% |
| YTD | -54.5% | +79.2% | -133.7% | -72.4% |
| All | -84.4% | +36.8% | -121.2% | -81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling