+116.7%
TRMB vs CGNX
+193.6%
-76.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.1% | -2.7% | -0.1% |
| 7D | -3.0% | +3.2% | -6.2% | -4.2% |
| 30D | +2.3% | +6.0% | -3.7% | -0.5% |
| 3M | +15.3% | +3.5% | +11.8% | +11.7% |
| 6M | -14.7% | +26.3% | -41.0% | -24.7% |
| YTD | -26.4% | +79.2% | -105.7% | -46.0% |
| 1Y | -30.4% | +43.8% | -74.2% | -44.4% |
| 3Y | +13.5% | +52.0% | -38.4% | -16.2% |
| 5Y | -38.6% | -24.0% | -14.5% | -40.6% |
| All | +116.7% | +193.6% | -76.9% | +13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling