+96.0%
USB vs CGNX
+44.3%
+51.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -1.1% | +3.2% | -4.3% | -1.7% |
| 30D | -3.2% | -3.7% | +0.5% | -2.7% |
| 3M | +11.8% | +1.0% | +10.8% | +10.7% |
| 6M | +21.4% | +22.1% | -0.7% | +14.8% |
| YTD | +18.6% | +72.7% | -54.1% | +0.7% |
| 1Y | +30.8% | +40.4% | -9.6% | +16.9% |
| All | +96.0% | +44.3% | +51.7% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling