+83.7%
USB vs CGNX
+103.7%
-19.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | +1.4% | -12.6% | +14.0% | +4.7% |
| 30D | +6.4% | -19.3% | +25.7% | +11.9% |
| 3M | -4.5% | -21.0% | +16.5% | +0.4% |
| 6M | +11.4% | -22.4% | +33.8% | +16.4% |
| YTD | +17.1% | +41.8% | -24.7% | 0.0% |
| 1Y | +32.6% | +32.5% | +0.1% | +15.4% |
| 3Y | +101.8% | +42.8% | +59.0% | +63.3% |
| 5Y | +25.1% | -34.8% | +60.0% | +25.1% |
| All | +83.7% | +103.7% | -19.9% | +28.5% |
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