-23.7%
PATH vs CGNX
+46.9%
-70.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +2.0% |
| 7D | -2.7% | -2.5% | -0.2% | -2.3% |
| 30D | -1.4% | -16.3% | +15.0% | +2.2% |
| 3M | -16.4% | -17.7% | +1.2% | -13.6% |
| 6M | +23.3% | -22.9% | +46.2% | +28.3% |
| YTD | -19.8% | +44.4% | -64.2% | -34.9% |
| 1Y | -8.6% | +35.6% | -44.1% | -23.6% |
| All | -23.7% | +46.9% | -70.6% | -53.0% |
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