+17.5%
P vs CGNX
+31.4%
-13.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -8.7% | +3.7% | -1.9% |
| 7D | -19.4% | -9.2% | -10.2% | -16.5% |
| 30D | -22.3% | -17.6% | -4.7% | -17.1% |
| 3M | +33.2% | -25.7% | +58.9% | +46.1% |
| 6M | +53.6% | -5.5% | +59.1% | +60.5% |
| YTD | +66.8% | +48.1% | +18.7% | +43.3% |
| 1Y | +17.5% | +33.5% | -16.0% | +15.5% |
| All | +17.5% | +31.4% | -13.9% | +15.5% |
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