-13.3%
TSLA vs CGNX
+31.4%
-44.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.7% | +5.4% | -1.3% |
| 7D | -4.7% | -9.2% | +4.5% | -2.6% |
| 30D | +1.7% | -17.6% | +19.3% | +6.0% |
| 3M | +17.7% | -25.7% | +43.4% | +25.1% |
| 6M | -1.9% | -5.5% | +3.6% | +0.9% |
| YTD | -14.3% | +48.1% | -62.4% | -17.5% |
| 1Y | -13.3% | +33.5% | -46.8% | -13.4% |
| All | -13.3% | +31.4% | -44.7% | -13.4% |
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 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