-73.5%
QID vs CGNX
+49.8%
-123.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.1% | -5.9% | -0.1% |
| 7D | +1.3% | +3.2% | -1.9% | +2.6% |
| 30D | +2.9% | +6.0% | -3.1% | +5.8% |
| 3M | -0.7% | +3.5% | -4.3% | +2.9% |
| 6M | -29.7% | +26.3% | -56.0% | -20.0% |
| YTD | -27.9% | +79.2% | -107.1% | -3.5% |
| 1Y | -34.6% | +43.8% | -78.4% | -19.5% |
| 3Y | -73.5% | +52.0% | -125.5% | -60.5% |
| All | -73.5% | +49.8% | -123.3% | -60.5% |
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 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