+66.2%
PL vs CGNX
-22.4%
+88.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.1% | -5.5% | -3.4% |
| 7D | -9.2% | +3.2% | -12.4% | -10.7% |
| 30D | -32.9% | +6.0% | -38.9% | -35.0% |
| 3M | -51.9% | +3.5% | -55.4% | -53.1% |
| 6M | -35.3% | +26.3% | -61.6% | -42.4% |
| YTD | -16.6% | +79.2% | -95.8% | -41.0% |
| 1Y | +70.1% | +43.8% | +26.3% | +33.7% |
| 3Y | +479.2% | +52.0% | +427.3% | +319.1% |
| 5Y | +65.9% | -24.0% | +90.0% | +52.0% |
| All | +66.2% | -22.4% | +88.6% | +52.3% |
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