+22.9%
ITW vs CGNX
+31.4%
-8.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -8.7% | +11.1% | +3.0% |
| 7D | +6.3% | -9.2% | +15.5% | +6.9% |
| 30D | +11.1% | -17.6% | +28.6% | +12.6% |
| 3M | +0.1% | -25.7% | +25.8% | +2.2% |
| 6M | +18.1% | -5.5% | +23.6% | +18.0% |
| YTD | +21.4% | +48.1% | -26.7% | +17.5% |
| 1Y | +22.9% | +33.5% | -10.6% | +22.4% |
| All | +22.9% | +31.4% | -8.6% | +22.4% |
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 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