+681.1%
P vs CGNX
+193.6%
+487.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.1% | +0.2% | +2.4% |
| 7D | -1.3% | +3.2% | -4.5% | -2.7% |
| 30D | -11.9% | +6.0% | -17.9% | -14.2% |
| 3M | +41.6% | +3.5% | +38.0% | +38.9% |
| 6M | +58.1% | +26.3% | +31.8% | +41.9% |
| YTD | +46.5% | +79.2% | -32.7% | +5.6% |
| 1Y | +19.1% | +43.8% | -24.7% | -5.1% |
| 3Y | +150.6% | +52.0% | +98.6% | +82.8% |
| 5Y | +271.8% | -24.0% | +295.8% | +270.3% |
| All | +681.1% | +193.6% | +487.5% | +353.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling