-49.8%
USAR vs CGNX
+31.4%
-81.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -8.7% | +2.8% | -1.6% |
| 7D | -21.8% | -9.2% | -12.6% | -18.0% |
| 30D | -39.9% | -17.6% | -22.4% | -34.1% |
| 3M | -52.5% | -25.7% | -26.8% | -45.8% |
| 6M | -67.9% | -5.5% | -62.4% | -65.8% |
| YTD | -31.1% | +48.1% | -79.2% | -46.8% |
| 1Y | -49.8% | +33.5% | -83.3% | -53.6% |
| All | -49.8% | +31.4% | -81.3% | -53.6% |
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