-32.6%
MOD vs CGNX
+31.4%
-64.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -8.7% | -12.7% | -16.8% |
| 7D | -31.3% | -9.2% | -22.1% | -27.1% |
| 30D | -46.1% | -17.6% | -28.5% | -40.1% |
| 3M | -51.1% | -25.7% | -25.4% | -43.3% |
| 6M | -62.1% | -5.5% | -56.6% | -59.3% |
| YTD | -26.2% | +48.1% | -74.3% | -34.7% |
| 1Y | -32.6% | +33.5% | -66.1% | -32.0% |
| All | -32.6% | +31.4% | -64.0% | -32.0% |
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