-35.2%
SPXU vs CGNX
+45.2%
-80.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.1% | -6.5% | -1.3% |
| 7D | +2.5% | +3.2% | -0.7% | +3.4% |
| 30D | +4.2% | +6.0% | -1.8% | +6.2% |
| 3M | -9.3% | +3.5% | -12.8% | -7.2% |
| 6M | -30.7% | +26.3% | -57.0% | -25.0% |
| YTD | -28.1% | +79.2% | -107.4% | -12.2% |
| 1Y | -35.2% | +43.8% | -79.0% | -26.8% |
| All | -35.2% | +45.2% | -80.4% | -26.8% |
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