+7.1%
USAR vs CGNX
+45.2%
-38.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.1% | -7.1% | -4.8% |
| 7D | -11.6% | +3.2% | -14.8% | -12.9% |
| 30D | -15.5% | +6.0% | -21.5% | -17.5% |
| 3M | -31.0% | +3.5% | -34.6% | -31.5% |
| 6M | -26.2% | +26.3% | -52.5% | -29.3% |
| YTD | +30.8% | +79.2% | -48.5% | +9.0% |
| 1Y | +7.1% | +43.8% | -36.7% | -5.9% |
| All | +7.1% | +45.2% | -38.1% | -5.9% |
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