+1,082.7%
MOD vs CGNX
-37.5%
+1,120.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -1.5% | +29.4% | +28.7% |
| 7D | +40.4% | +4.7% | +35.8% | +36.7% |
| 30D | -14.0% | -12.7% | -1.3% | -6.1% |
| 3M | -33.3% | -18.7% | -14.7% | -24.6% |
| 6M | -51.4% | -21.2% | -30.2% | -43.7% |
| YTD | +1.6% | +39.6% | -38.0% | -17.3% |
| 1Y | +5.4% | +35.6% | -30.2% | -12.7% |
| 3Y | +191.0% | +44.7% | +146.3% | +124.8% |
| All | +1,082.7% | -37.5% | +1,120.2% | +1,106.2% |
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 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