-0.4%
PL vs CGNX
+31.4%
-31.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -8.7% | +2.3% | -3.4% |
| 7D | -11.7% | -9.2% | -2.5% | -8.7% |
| 30D | -27.1% | -17.6% | -9.6% | -22.3% |
| 3M | -44.6% | -25.7% | -18.9% | -39.4% |
| 6M | -67.2% | -5.5% | -61.7% | -65.3% |
| YTD | -35.9% | +48.1% | -83.9% | -35.9% |
| 1Y | -0.4% | +33.5% | -33.9% | +3.8% |
| All | -0.4% | +31.4% | -31.8% | +3.8% |
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