+115.0%
UMC vs CGNX
+31.4%
+83.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.7% | +6.6% | +0.7% |
| 7D | -14.7% | -9.2% | -5.5% | -12.0% |
| 30D | -32.9% | -17.6% | -15.3% | -28.9% |
| 3M | -22.2% | -25.7% | +3.6% | -15.2% |
| 6M | +25.9% | -5.5% | +31.4% | +31.6% |
| YTD | +107.9% | +48.1% | +59.8% | +108.2% |
| 1Y | +115.0% | +33.5% | +81.5% | +126.3% |
| All | +115.0% | +31.4% | +83.6% | +126.3% |
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 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