+49.9%
TRV vs CGNX
+31.4%
+18.4%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -8.7% | +12.2% | +3.0% |
| 7D | +3.9% | -9.2% | +13.1% | +3.4% |
| 30D | +13.5% | -17.6% | +31.0% | +12.6% |
| 3M | +8.9% | -25.7% | +34.6% | +7.5% |
| 6M | +36.8% | -5.5% | +42.3% | +36.4% |
| YTD | +42.7% | +48.1% | -5.4% | +45.5% |
| 1Y | +49.9% | +33.5% | +16.3% | +53.2% |
| All | +49.9% | +31.4% | +18.4% | +53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling