+262.2%
UMC vs CGNX
+49.8%
+212.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.8% | +1.3% |
| 7D | +9.0% | +3.2% | +5.8% | +8.1% |
| 30D | +17.2% | +6.0% | +11.2% | +15.3% |
| 3M | +11.4% | +3.5% | +7.9% | +10.8% |
| 6M | +137.5% | +26.3% | +111.2% | +127.9% |
| YTD | +193.1% | +79.2% | +113.9% | +160.2% |
| 1Y | +240.3% | +43.8% | +196.5% | +214.8% |
| 3Y | +262.2% | +52.0% | +210.2% | +216.3% |
| All | +262.2% | +49.8% | +212.4% | +216.3% |
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 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