+31.0%
PL vs CGNX
-37.5%
+68.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | +0.2% |
| 7D | +10.0% | +4.7% | +5.4% | +7.6% |
| 30D | -2.3% | -12.7% | +10.4% | +5.4% |
| 3M | -44.2% | -18.7% | -25.5% | -37.8% |
| 6M | -66.1% | -21.2% | -44.9% | -61.4% |
| YTD | -30.0% | +39.6% | -69.6% | -44.8% |
| 1Y | +21.0% | +35.6% | -14.5% | -3.6% |
| 3Y | +516.5% | +44.7% | +471.8% | +337.4% |
| All | +31.0% | -37.5% | +68.5% | +76.5% |
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