-52.0%
ROKU vs CGNX
-25.4%
-26.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | -1.3% |
| 7D | -0.4% | +3.2% | -3.6% | -1.9% |
| 30D | +2.1% | +6.0% | -3.9% | -1.1% |
| 3M | +29.5% | +3.5% | +26.0% | +24.7% |
| 6M | +53.8% | +26.3% | +27.5% | +33.6% |
| YTD | +42.8% | +79.2% | -36.4% | -4.0% |
| 1Y | +60.7% | +43.8% | +16.9% | +20.8% |
| 3Y | +83.9% | +52.0% | +31.9% | +21.1% |
| All | -52.0% | -25.4% | -26.6% | -52.7% |
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