+18.4%
U vs CGNX
+31.4%
-13.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -8.7% | +13.6% | +5.2% |
| 7D | +7.5% | -9.2% | +16.7% | +7.8% |
| 30D | -7.0% | -17.6% | +10.5% | -6.6% |
| 3M | +20.6% | -25.7% | +46.3% | +21.2% |
| 6M | +53.2% | -5.5% | +58.7% | +52.9% |
| YTD | -3.9% | +48.1% | -52.0% | -13.7% |
| 1Y | +18.4% | +33.5% | -15.1% | +20.6% |
| All | +18.4% | +31.4% | -13.1% | +20.6% |
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