-75.0%
QS vs CGNX
-25.4%
-49.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | -0.5% |
| 7D | -3.6% | +3.2% | -6.8% | -5.4% |
| 30D | -17.2% | +6.0% | -23.2% | -20.3% |
| 3M | -27.0% | +3.5% | -30.5% | -29.3% |
| 6M | -24.6% | +26.3% | -50.9% | -35.3% |
| YTD | -49.3% | +79.2% | -128.6% | -68.8% |
| 1Y | -40.3% | +43.8% | -84.1% | -57.0% |
| 3Y | -23.8% | +52.0% | -75.8% | -52.6% |
| All | -75.0% | -25.4% | -49.6% | -71.4% |
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