+91.2%
RF vs CGNX
+49.8%
+41.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | -0.2% |
| 7D | -1.0% | +3.2% | -4.1% | -1.6% |
| 30D | -3.7% | +6.0% | -9.7% | -5.0% |
| 3M | +5.3% | +3.5% | +1.8% | +3.8% |
| 6M | +17.2% | +26.3% | -9.1% | +9.9% |
| YTD | +14.5% | +79.2% | -64.8% | -4.6% |
| 1Y | +15.9% | +43.8% | -27.9% | +2.6% |
| 3Y | +91.2% | +52.0% | +39.2% | +44.3% |
| All | +91.2% | +49.8% | +41.4% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling