+2,560.3%
UL vs CGNX
+12,871.6%
-10,311.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | +0.3% |
| 7D | -3.4% | +3.2% | -6.6% | -3.7% |
| 30D | +0.5% | +6.0% | -5.5% | -0.1% |
| 3M | +7.2% | +3.5% | +3.7% | +6.5% |
| 6M | -3.1% | +26.3% | -29.3% | -5.7% |
| YTD | -2.7% | +79.2% | -82.0% | -8.8% |
| 1Y | -10.2% | +43.8% | -54.0% | -14.5% |
| 3Y | +20.3% | +52.0% | -31.7% | +12.3% |
| 5Y | +19.9% | -24.0% | +44.0% | +17.8% |
| 10Y | +66.5% | +189.1% | -122.6% | +42.4% |
| All | +2,560.3% | +12,871.6% | -10,311.3% | +1,569.3% |
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