-86.3%
SPXU vs CGNX
-25.4%
-60.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.1% | -6.5% | +0.1% |
| 7D | +2.5% | +3.2% | -0.7% | +4.6% |
| 30D | +4.2% | +6.0% | -1.8% | +8.4% |
| 3M | -9.3% | +3.5% | -12.8% | -5.0% |
| 6M | -30.7% | +26.3% | -57.0% | -15.1% |
| YTD | -28.1% | +79.2% | -107.4% | +14.1% |
| 1Y | -35.2% | +43.8% | -79.0% | -10.4% |
| 3Y | -79.9% | +52.0% | -131.9% | -63.4% |
| All | -86.3% | -25.4% | -60.9% | -79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling