+71.4%
XLC vs CGNX
+49.8%
+21.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | +0.6% |
| 7D | +0.5% | +3.2% | -2.7% | +0.2% |
| 30D | +2.1% | +6.0% | -3.9% | +1.4% |
| 3M | +0.7% | +3.5% | -2.9% | -0.1% |
| 6M | -3.2% | +26.3% | -29.5% | -6.5% |
| YTD | -3.8% | +79.2% | -83.0% | -12.6% |
| 1Y | -2.0% | +43.8% | -45.8% | -8.0% |
| 3Y | +71.4% | +52.0% | +19.4% | +51.3% |
| All | +71.4% | +49.8% | +21.6% | +51.3% |
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 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