+19.0%
MSCI vs CGNX
+31.4%
-12.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -8.7% | +14.1% | +5.1% |
| 7D | +11.5% | -9.2% | +20.7% | +11.2% |
| 30D | +22.1% | -17.6% | +39.6% | +21.6% |
| 3M | +18.4% | -25.7% | +44.1% | +17.8% |
| 6M | +16.6% | -5.5% | +22.1% | +15.7% |
| YTD | +18.8% | +48.1% | -29.3% | +16.6% |
| 1Y | +19.0% | +33.5% | -14.5% | +16.9% |
| All | +19.0% | +31.4% | -12.5% | +16.9% |
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