-46.7%
QS vs CGNX
+0.5%
-47.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | -0.3% |
| 7D | -3.6% | +3.2% | -6.8% | -5.3% |
| 30D | -17.2% | +6.0% | -23.2% | -20.0% |
| 3M | -27.0% | +3.5% | -30.5% | -29.0% |
| 6M | -24.6% | +26.3% | -50.9% | -34.2% |
| YTD | -49.3% | +79.2% | -128.6% | -67.0% |
| 1Y | -40.3% | +43.8% | -84.1% | -55.3% |
| 3Y | -23.8% | +52.0% | -75.8% | -49.1% |
| 5Y | -75.0% | -24.0% | -50.9% | -76.5% |
| All | -46.7% | +0.5% | -47.2% | -41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling