+289.9%
TPR vs CGNX
+43.9%
+246.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | -5.1% | +1.5% | -6.6% | -5.4% |
| 30D | -27.6% | -1.8% | -25.8% | -27.5% |
| 3M | -17.5% | +5.3% | -22.7% | -19.2% |
| 6M | -21.3% | +22.3% | -43.6% | -26.2% |
| YTD | -8.5% | +72.2% | -80.6% | -23.2% |
| 1Y | +11.5% | +39.8% | -28.4% | -1.0% |
| All | +289.9% | +43.9% | +246.0% | +198.7% |
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 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