+188.3%
ITW vs CGNX
+193.6%
-5.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.0% | 0.0% |
| 7D | -0.7% | +3.2% | -3.9% | -1.6% |
| 30D | -8.3% | +6.0% | -14.3% | -10.0% |
| 3M | +6.0% | +3.5% | +2.5% | +4.0% |
| 6M | 0.0% | +26.3% | -26.3% | -7.9% |
| YTD | +10.2% | +79.2% | -69.0% | -10.5% |
| 1Y | +3.2% | +43.8% | -40.6% | -11.5% |
| 3Y | +21.0% | +52.0% | -31.0% | -2.9% |
| 5Y | +37.9% | -24.0% | +62.0% | +34.5% |
| All | +188.3% | +193.6% | -5.3% | +78.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling