+288.1%
TER vs CGNX
+49.8%
+238.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.5% | +0.2% |
| 7D | +6.4% | +3.2% | +3.2% | +4.4% |
| 30D | -5.7% | +6.0% | -11.7% | -8.7% |
| 3M | -0.4% | +3.5% | -3.9% | -0.7% |
| 6M | +25.8% | +26.3% | -0.5% | +14.9% |
| YTD | +96.4% | +79.2% | +17.2% | +42.4% |
| 1Y | +229.2% | +43.8% | +185.4% | +169.2% |
| 3Y | +288.1% | +52.0% | +236.2% | +179.4% |
| All | +288.1% | +49.8% | +238.4% | +179.4% |
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