+111.4%
META vs CGNX
+43.9%
+67.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | +5.5% | +1.5% | +4.0% | +5.2% |
| 30D | +7.6% | -1.8% | +9.3% | +7.8% |
| 3M | +13.0% | +5.3% | +7.7% | +10.9% |
| 6M | -1.3% | +22.3% | -23.6% | -6.6% |
| YTD | -2.2% | +72.2% | -74.4% | -17.0% |
| 1Y | -14.0% | +39.8% | -53.9% | -22.4% |
| All | +111.4% | +43.9% | +67.5% | +73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling