+41.8%
TGT vs CGNX
+49.8%
-8.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -0.5% |
| 7D | -5.2% | +3.2% | -8.4% | -5.7% |
| 30D | +1.2% | +6.0% | -4.8% | +0.1% |
| 3M | +18.4% | +3.5% | +14.8% | +16.7% |
| 6M | +33.4% | +26.3% | +7.2% | +25.7% |
| YTD | +63.8% | +79.2% | -15.4% | +39.4% |
| 1Y | +77.2% | +43.8% | +33.4% | +58.8% |
| 3Y | +41.8% | +52.0% | -10.2% | +7.2% |
| All | +41.8% | +49.8% | -8.0% | +7.2% |
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