+4.3%
QQQ vs CGNX
+19.2%
-14.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -10.5% | +4.0% | -4.8% |
| 7D | -9.5% | -19.5% | +9.9% | -6.5% |
| 30D | -14.8% | -28.4% | +13.6% | -10.6% |
| 3M | -9.7% | -32.7% | +23.0% | -4.6% |
| 6M | -4.9% | -19.0% | +14.2% | -1.6% |
| YTD | +5.7% | +32.6% | -26.9% | +3.0% |
| 1Y | +4.3% | +18.0% | -13.7% | +5.2% |
| All | +4.3% | +19.2% | -14.9% | +5.2% |
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