-53.5%
S vs CGNX
-20.7%
-32.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -2.2% |
| 7D | -0.7% | +3.2% | -3.8% | -2.1% |
| 30D | -11.4% | +6.0% | -17.4% | -14.1% |
| 3M | +33.8% | +3.5% | +30.3% | +29.4% |
| 6M | +39.5% | +26.3% | +13.2% | +20.6% |
| YTD | +31.7% | +79.2% | -47.6% | -12.0% |
| 1Y | +7.0% | +43.8% | -36.8% | -20.0% |
| 3Y | +11.8% | +52.0% | -40.2% | -27.5% |
| 5Y | -69.0% | -24.0% | -45.0% | -62.7% |
| All | -53.5% | -20.7% | -32.8% | -44.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling