-26.0%
UPS vs CGNX
+49.8%
-75.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | -0.4% |
| 7D | -2.0% | +3.2% | -5.1% | -2.5% |
| 30D | -2.0% | +6.0% | -8.0% | -3.2% |
| 3M | -6.2% | +3.5% | -9.8% | -7.4% |
| 6M | +2.8% | +26.3% | -23.5% | -2.4% |
| YTD | +5.9% | +79.2% | -73.3% | -7.7% |
| 1Y | +26.2% | +43.8% | -17.5% | +15.0% |
| 3Y | -26.0% | +52.0% | -78.0% | -39.8% |
| All | -26.0% | +49.8% | -75.8% | -39.8% |
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 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