+1,186.3%
URI vs CGNX
+193.6%
+992.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -1.8% |
| 7D | -2.1% | +3.2% | -5.2% | -3.4% |
| 30D | -12.4% | +6.0% | -18.4% | -14.8% |
| 3M | -7.3% | +3.5% | -10.8% | -9.5% |
| 6M | +27.2% | +26.3% | +0.9% | +12.8% |
| YTD | +23.0% | +79.2% | -56.3% | -10.9% |
| 1Y | +3.9% | +43.8% | -39.9% | -17.8% |
| 3Y | +121.6% | +52.0% | +69.7% | +61.3% |
| 5Y | +201.1% | -24.0% | +225.1% | +195.6% |
| All | +1,186.3% | +193.6% | +992.7% | +566.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling