-71.4%
OPEN vs CGNX
+31.4%
-102.8%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -8.7% | +22.5% | +15.0% |
| 7D | +3.7% | -9.2% | +12.9% | +4.9% |
| 30D | -14.3% | -17.6% | +3.3% | -11.7% |
| 3M | -51.9% | -25.7% | -26.2% | -49.5% |
| 6M | -61.4% | -5.5% | -55.9% | -61.2% |
| YTD | -66.0% | +48.1% | -114.1% | -74.8% |
| 1Y | -71.4% | +33.5% | -104.9% | -74.8% |
| All | -71.4% | +31.4% | -102.8% | -74.8% |
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 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