-0.2%
VRSK vs CGNX
+19.2%
-19.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -10.5% | +17.4% | +5.3% |
| 7D | +10.9% | -19.5% | +30.3% | +7.8% |
| 30D | +28.0% | -28.4% | +56.4% | +23.2% |
| 3M | +12.3% | -32.7% | +45.1% | +7.9% |
| 6M | +17.8% | -19.0% | +36.9% | +14.5% |
| YTD | -4.7% | +32.6% | -37.3% | -6.6% |
| 1Y | -0.2% | +18.0% | -18.3% | -2.0% |
| All | -0.2% | +19.2% | -19.4% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling