+103.8%
USB vs CGNX
+42.0%
+61.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.1% |
| 7D | +2.6% | +4.7% | -2.1% | +1.7% |
| 30D | +8.4% | -12.7% | +21.1% | +10.6% |
| 3M | -5.5% | -18.7% | +13.2% | -2.7% |
| 6M | +17.7% | -21.2% | +38.9% | +21.0% |
| YTD | +17.6% | +39.6% | -22.0% | +3.4% |
| 1Y | +33.9% | +35.6% | -1.7% | +18.5% |
| 3Y | +103.8% | +44.7% | +59.1% | +48.8% |
| All | +103.8% | +42.0% | +61.8% | +48.8% |
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