+155.2%
W vs CGNX
+193.6%
-38.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.0% | -1.5% |
| 7D | -0.9% | +3.2% | -4.0% | -2.9% |
| 30D | -4.2% | +6.0% | -10.2% | -8.6% |
| 3M | +26.9% | +3.5% | +23.4% | +21.6% |
| 6M | +31.2% | +26.3% | +4.9% | +9.6% |
| YTD | -1.8% | +79.2% | -81.1% | -41.8% |
| 1Y | +9.3% | +43.8% | -34.5% | -26.1% |
| 3Y | +33.2% | +52.0% | -18.7% | -16.4% |
| 5Y | -62.4% | -24.0% | -38.4% | -61.4% |
| All | +155.2% | +193.6% | -38.4% | +22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling