+89.2%
PR vs CGNX
+44.3%
+44.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -0.8% | +3.2% | -4.1% | -1.3% |
| 30D | +11.3% | -3.7% | +15.0% | +11.7% |
| 3M | +24.1% | +1.0% | +23.0% | +22.6% |
| 6M | +25.4% | +22.1% | +3.3% | +18.6% |
| YTD | +71.2% | +72.7% | -1.5% | +45.2% |
| 1Y | +78.6% | +40.4% | +38.2% | +59.8% |
| All | +89.2% | +44.3% | +44.9% | +34.7% |
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 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