-22.0%
QID vs CGNX
+31.4%
-53.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.7% | +6.9% | -4.4% |
| 7D | +9.8% | -9.2% | +19.0% | +6.9% |
| 30D | +18.9% | -17.6% | +36.5% | +13.3% |
| 3M | +9.6% | -25.7% | +35.3% | +2.0% |
| 6M | -7.8% | -5.5% | -2.3% | -8.4% |
| YTD | -23.3% | +48.1% | -71.4% | -14.0% |
| 1Y | -22.0% | +33.5% | -55.5% | -18.0% |
| All | -22.0% | +31.4% | -53.5% | -18.0% |
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