+105.9%
USB vs CGNX
+182.0%
-76.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -1.8% | +1.5% | -3.2% | -2.2% |
| 30D | -2.9% | -1.8% | -1.1% | -2.7% |
| 3M | +10.8% | +5.3% | +5.5% | +8.1% |
| 6M | +22.4% | +22.3% | +0.1% | +13.8% |
| YTD | +19.2% | +72.2% | -53.0% | -2.3% |
| 1Y | +31.9% | +39.8% | -7.9% | +14.1% |
| 3Y | +97.5% | +44.8% | +52.6% | +62.0% |
| 5Y | +40.0% | -27.0% | +67.0% | +36.7% |
| All | +105.9% | +182.0% | -76.2% | +30.5% |
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