-21.3%
IT vs CGNX
+42.4%
-63.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.4% | -7.0% | -4.4% |
| 7D | -6.0% | +3.0% | -9.0% | -5.8% |
| 30D | 0.0% | -11.8% | +11.8% | -1.0% |
| 3M | +13.1% | -3.6% | +16.7% | +13.6% |
| 6M | +11.7% | +17.4% | -5.7% | +13.4% |
| YTD | -26.1% | +73.7% | -99.9% | -27.5% |
| 1Y | -21.3% | +41.5% | -62.8% | -18.6% |
| All | -21.3% | +42.4% | -63.6% | -18.6% |
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 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