+265.1%
MU vs CGNX
+31.4%
+233.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -8.7% | +1.7% | -2.5% |
| 7D | -19.1% | -9.2% | -9.9% | -14.9% |
| 30D | -25.2% | -17.6% | -7.7% | -17.9% |
| 3M | -10.9% | -25.7% | +14.8% | +2.9% |
| 6M | +38.0% | -5.5% | +43.5% | +47.6% |
| YTD | +178.8% | +48.1% | +130.7% | +143.2% |
| 1Y | +265.1% | +33.5% | +231.6% | +252.5% |
| All | +265.1% | +31.4% | +233.7% | +252.5% |
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