+11.8%
S vs CGNX
+49.8%
-38.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -1.3% |
| 7D | -0.7% | +3.2% | -3.8% | -1.4% |
| 30D | -11.4% | +6.0% | -17.4% | -12.8% |
| 3M | +33.8% | +3.5% | +30.3% | +31.6% |
| 6M | +39.5% | +26.3% | +13.2% | +29.5% |
| YTD | +31.7% | +79.2% | -47.6% | +6.2% |
| 1Y | +7.0% | +43.8% | -36.8% | -7.2% |
| 3Y | +11.8% | +52.0% | -40.2% | -13.3% |
| All | +11.8% | +49.8% | -38.0% | -13.3% |
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