+72.4%
UBER vs CGNX
+47.9%
+24.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.1% | -5.3% | -2.5% |
| 7D | -5.4% | +3.2% | -8.6% | -6.4% |
| 30D | -4.9% | +6.0% | -10.9% | -7.1% |
| 3M | +3.0% | +3.5% | -0.5% | 0.0% |
| 6M | -4.4% | +26.3% | -30.7% | -14.2% |
| YTD | -12.3% | +79.2% | -91.5% | -33.3% |
| 1Y | -24.3% | +43.8% | -68.1% | -38.1% |
| 3Y | +46.4% | +52.0% | -5.5% | +10.5% |
| 5Y | +79.7% | -24.0% | +103.7% | +71.8% |
| All | +72.4% | +47.9% | +24.5% | +26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling