+125.1%
QLD vs CGNX
-25.4%
+150.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | -0.5% |
| 7D | -1.2% | +3.2% | -4.4% | -3.0% |
| 30D | -3.0% | +6.0% | -9.0% | -6.5% |
| 3M | -2.8% | +3.5% | -6.3% | -5.2% |
| 6M | +32.0% | +26.3% | +5.7% | +15.3% |
| YTD | +27.3% | +79.2% | -51.9% | -16.1% |
| 1Y | +37.9% | +43.8% | -5.9% | +3.5% |
| 3Y | +174.6% | +52.0% | +122.7% | +77.7% |
| All | +125.1% | -25.4% | +150.5% | +135.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling