+140.7%
MS vs CGNX
-27.6%
+168.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.2% |
| 7D | -2.1% | +1.5% | -3.5% | -2.4% |
| 30D | -1.1% | -1.8% | +0.7% | -0.9% |
| 3M | +3.5% | +5.3% | -1.8% | +1.4% |
| 6M | +33.7% | +22.3% | +11.4% | +25.9% |
| YTD | +21.8% | +72.2% | -50.4% | +1.9% |
| 1Y | +41.1% | +39.8% | +1.3% | +24.4% |
| 3Y | +174.5% | +44.8% | +129.7% | +126.1% |
| 5Y | +140.7% | -27.0% | +167.7% | +125.6% |
| All | +140.7% | -27.6% | +168.2% | +125.6% |
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