+40.4%
USB vs CGNX
-26.5%
+66.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +2.1% | +3.6% | -1.5% | +1.4% |
| 30D | -2.3% | -6.8% | +4.6% | -1.0% |
| 3M | +13.9% | -0.1% | +14.0% | +12.9% |
| 6M | +21.6% | +26.2% | -4.6% | +14.0% |
| YTD | +19.3% | +73.7% | -54.4% | +1.5% |
| 1Y | +33.6% | +40.4% | -6.8% | +19.2% |
| 3Y | +97.7% | +46.1% | +51.6% | +66.1% |
| 5Y | +40.4% | -25.6% | +66.1% | +26.3% |
| All | +40.4% | -26.5% | +66.9% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling