+1,486.4%
MOD vs CGNX
-27.6%
+1,513.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | -3.9% | +1.5% | -5.4% | -4.7% |
| 30D | -9.6% | -1.8% | -7.8% | -8.7% |
| 3M | -30.6% | +5.3% | -35.8% | -32.2% |
| 6M | -10.9% | +22.3% | -33.2% | -18.4% |
| YTD | +34.3% | +72.2% | -37.9% | -1.8% |
| 1Y | +18.3% | +39.8% | -21.5% | -3.8% |
| 3Y | +281.9% | +44.8% | +237.1% | +192.5% |
| 5Y | +1,486.4% | -27.0% | +1,513.4% | +1,231.6% |
| All | +1,486.4% | -27.6% | +1,513.9% | +1,231.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling