-14.2%
QLD vs CGNX
-24.2%
+10.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -1.5% |
| 7D | +7.0% | +4.7% | +2.3% | +4.1% |
| 30D | -14.3% | -12.7% | -1.6% | -7.3% |
| 3M | -16.0% | -18.7% | +2.7% | -6.9% |
| 6M | -14.2% | -21.2% | +7.0% | -4.3% |
| All | -14.2% | -24.2% | +10.0% | -4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling