-26.6%
VRSK vs CGNX
+49.8%
-76.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | +0.3% |
| 7D | -5.2% | +3.2% | -8.3% | -5.1% |
| 30D | -2.3% | +6.0% | -8.3% | -2.1% |
| 3M | -2.9% | +3.5% | -6.5% | -2.8% |
| 6M | -12.8% | +26.3% | -39.1% | -12.9% |
| YTD | -20.8% | +79.2% | -100.1% | -21.3% |
| 1Y | -33.2% | +43.8% | -77.0% | -33.6% |
| 3Y | -26.6% | +52.0% | -78.5% | -28.6% |
| All | -26.6% | +49.8% | -76.3% | -28.6% |
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