+9.0%
MSFT vs CGNX
+31.4%
-22.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -8.7% | +15.4% | +7.0% |
| 7D | +4.7% | -9.2% | +13.9% | +5.0% |
| 30D | +5.8% | -17.6% | +23.4% | +6.6% |
| 3M | +13.0% | -25.7% | +38.7% | +14.4% |
| 6M | +34.9% | -5.5% | +40.4% | +34.3% |
| YTD | +15.7% | +48.1% | -32.4% | +12.6% |
| 1Y | +9.0% | +33.5% | -24.6% | +6.9% |
| All | +9.0% | +31.4% | -22.5% | +6.9% |
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