+94.9%
PR vs CGNX
+42.0%
+52.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.4% |
| 7D | +6.0% | +4.7% | +1.3% | +5.2% |
| 30D | -4.2% | -12.7% | +8.5% | -2.5% |
| 3M | +10.0% | -18.7% | +28.6% | +12.7% |
| 6M | +15.6% | -21.2% | +36.8% | +17.9% |
| YTD | +68.2% | +39.6% | +28.6% | +45.3% |
| 1Y | +79.2% | +35.6% | +43.6% | +55.8% |
| 3Y | +94.9% | +44.7% | +50.2% | +44.1% |
| All | +94.9% | +42.0% | +52.9% | +44.1% |
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