+37.2%
M vs CGNX
+31.4%
+5.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -8.7% | +16.3% | +8.2% |
| 7D | +8.3% | -9.2% | +17.4% | +8.9% |
| 30D | +14.2% | -17.6% | +31.7% | +15.7% |
| 3M | -1.1% | -25.7% | +24.6% | +1.2% |
| 6M | +36.6% | -5.5% | +42.1% | +35.9% |
| YTD | +19.8% | +48.1% | -28.3% | +8.8% |
| 1Y | +37.2% | +33.5% | +3.7% | +38.3% |
| All | +37.2% | +31.4% | +5.7% | +38.3% |
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