+99.6%
PSX vs CGNX
+42.4%
+57.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | +0.4% |
| 7D | +4.5% | +3.0% | +1.6% | +4.8% |
| 30D | +26.6% | -11.8% | +38.4% | +25.4% |
| 3M | +39.3% | -3.6% | +42.9% | +39.1% |
| 6M | +56.8% | +17.4% | +39.4% | +58.8% |
| YTD | +101.8% | +73.7% | +28.1% | +104.1% |
| 1Y | +99.6% | +41.5% | +58.1% | +110.1% |
| All | +99.6% | +42.4% | +57.2% | +110.1% |
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 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