+180.5%
PL vs CGNX
+42.4%
+138.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.9% |
| 7D | -9.3% | +3.0% | -12.3% | -10.1% |
| 30D | -18.9% | -11.8% | -7.1% | -16.3% |
| 3M | -58.4% | -3.6% | -54.8% | -57.8% |
| 6M | -30.3% | +17.4% | -47.7% | -31.1% |
| YTD | -8.1% | +73.7% | -81.9% | -15.5% |
| 1Y | +180.5% | +41.5% | +139.0% | +188.7% |
| All | +180.5% | +42.4% | +138.1% | +188.7% |
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 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