+27.4%
O vs CGNX
+49.8%
-22.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.2% |
| 7D | -2.9% | +3.2% | -6.0% | -2.9% |
| 30D | -4.5% | +6.0% | -10.5% | -4.7% |
| 3M | -2.6% | +3.5% | -6.2% | -2.9% |
| 6M | -5.6% | +26.3% | -31.9% | -6.8% |
| YTD | +9.3% | +79.2% | -70.0% | +5.8% |
| 1Y | +4.3% | +43.8% | -39.5% | +2.1% |
| 3Y | +27.4% | +52.0% | -24.5% | +16.8% |
| All | +27.4% | +49.8% | -22.3% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling