+8.5%
JBL vs CGNX
+19.2%
-10.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -10.5% | +1.9% | -5.0% |
| 7D | -17.9% | -19.5% | +1.6% | -11.7% |
| 30D | -23.6% | -28.4% | +4.9% | -15.0% |
| 3M | -30.2% | -32.7% | +2.6% | -21.2% |
| 6M | -29.9% | -19.0% | -10.8% | -23.6% |
| YTD | +3.7% | +32.6% | -28.8% | +3.1% |
| 1Y | +8.5% | +18.0% | -9.6% | +17.2% |
| All | +8.5% | +19.2% | -10.7% | +17.2% |
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 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