-82.0%
IRE vs CGNX
+32.5%
-114.5%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | 0.0% | +10.3% | +10.3% |
| 7D | +58.9% | +3.6% | +55.3% | +53.5% |
| 30D | +17.2% | -6.8% | +24.0% | +27.3% |
| 3M | -58.6% | -0.1% | -58.5% | -56.0% |
| 6M | -23.5% | +26.2% | -49.7% | -27.0% |
| YTD | -47.4% | +73.7% | -121.1% | -67.0% |
| All | -82.0% | +32.5% | -114.5% | -77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling