+233.5%
SPOT vs CGNX
+49.8%
+183.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | +0.9% |
| 7D | -3.1% | +3.2% | -6.2% | -3.0% |
| 30D | +7.4% | +6.0% | +1.4% | +7.5% |
| 3M | +8.2% | +3.5% | +4.6% | +8.2% |
| 6M | +2.2% | +26.3% | -24.1% | +2.3% |
| YTD | -9.5% | +79.2% | -88.7% | -11.0% |
| 1Y | -23.8% | +43.8% | -67.6% | -23.9% |
| 3Y | +233.5% | +52.0% | +181.5% | +249.4% |
| All | +233.5% | +49.8% | +183.7% | +249.4% |
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 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