-9.3%
UL vs CGNX
+42.4%
-51.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | 0.0% |
| 7D | -1.3% | +3.0% | -4.3% | -1.2% |
| 30D | +0.5% | -11.8% | +12.3% | +0.1% |
| 3M | +17.6% | -3.6% | +21.2% | +17.6% |
| 6M | -5.4% | +17.4% | -22.8% | -5.4% |
| YTD | +0.7% | +73.7% | -73.0% | +1.8% |
| 1Y | -9.3% | +41.5% | -50.8% | -9.7% |
| All | -9.3% | +42.4% | -51.6% | -9.7% |
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