+33.6%
TSLA vs CGNX
+49.8%
-16.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | -0.9% |
| 7D | +3.2% | +3.2% | 0.0% | +2.1% |
| 30D | +11.6% | +6.0% | +5.6% | +9.0% |
| 3M | -8.4% | +3.5% | -12.0% | -9.9% |
| 6M | -10.4% | +26.3% | -36.7% | -17.4% |
| YTD | -18.7% | +79.2% | -98.0% | -36.4% |
| 1Y | -0.9% | +43.8% | -44.7% | -15.3% |
| 3Y | +33.6% | +52.0% | -18.4% | +2.0% |
| All | +33.6% | +49.8% | -16.2% | +2.0% |
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