-41.3%
TECH vs CGNX
-25.4%
-15.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -1.2% |
| 7D | -0.4% | +3.2% | -3.6% | -1.4% |
| 30D | 0.0% | +6.0% | -6.0% | -2.1% |
| 3M | +33.7% | +3.5% | +30.1% | +30.8% |
| 6M | +34.9% | +26.3% | +8.6% | +22.8% |
| YTD | +23.2% | +79.2% | -56.1% | -4.9% |
| 1Y | +36.3% | +43.8% | -7.5% | +13.8% |
| 3Y | +2.3% | +52.0% | -49.7% | -22.3% |
| All | -41.3% | -25.4% | -15.9% | -44.7% |
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