+54.5%
USAR vs CGNX
+15.2%
+39.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.1% | -7.1% | -4.3% |
| 7D | -11.6% | +3.2% | -14.8% | -12.6% |
| 30D | -15.5% | +6.0% | -21.5% | -16.9% |
| 3M | -31.0% | +3.5% | -34.6% | -31.4% |
| 6M | -26.2% | +26.3% | -52.5% | -29.1% |
| YTD | +30.8% | +79.2% | -48.5% | +14.5% |
| 1Y | +7.1% | +43.8% | -36.7% | -1.9% |
| 3Y | +53.0% | +52.0% | +1.0% | +36.7% |
| All | +54.5% | +15.2% | +39.3% | +38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling