-0.9%
SPOT vs CGNX
+19.2%
-20.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -10.5% | +8.4% | -4.3% |
| 7D | +10.3% | -19.5% | +29.7% | +5.5% |
| 30D | +25.9% | -28.4% | +54.3% | +18.3% |
| 3M | +27.4% | -32.7% | +60.1% | +19.0% |
| 6M | +46.5% | -19.0% | +65.5% | +41.9% |
| YTD | +5.8% | +32.6% | -26.8% | +7.3% |
| 1Y | -0.9% | +18.0% | -18.9% | +2.4% |
| All | -0.9% | +19.2% | -20.1% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling