+272.6%
P vs CGNX
-25.4%
+298.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.1% | +0.2% | +2.6% |
| 7D | -1.3% | +3.2% | -4.5% | -2.6% |
| 30D | -11.9% | +6.0% | -17.9% | -14.0% |
| 3M | +41.6% | +3.5% | +38.0% | +39.2% |
| 6M | +58.1% | +26.3% | +31.8% | +43.8% |
| YTD | +46.5% | +79.2% | -32.7% | +9.2% |
| 1Y | +19.1% | +43.8% | -24.7% | -2.2% |
| 3Y | +150.6% | +52.0% | +98.6% | +86.5% |
| All | +272.6% | -25.4% | +298.0% | +259.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling