+15.6%
U vs CGNX
+49.8%
-34.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.1% | +0.4% | +3.4% |
| 7D | +5.5% | +3.2% | +2.4% | +4.6% |
| 30D | -1.3% | +6.0% | -7.3% | -3.2% |
| 3M | +64.6% | +3.5% | +61.0% | +60.8% |
| 6M | +119.4% | +26.3% | +93.1% | +99.2% |
| YTD | -0.5% | +79.2% | -79.7% | -24.6% |
| 1Y | +1.3% | +43.8% | -42.5% | -15.4% |
| 3Y | +15.6% | +52.0% | -36.3% | -24.0% |
| All | +15.6% | +49.8% | -34.1% | -24.0% |
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