+31.3%
XLRE vs CGNX
+49.8%
-18.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | +0.5% |
| 7D | -1.2% | +3.2% | -4.3% | -1.4% |
| 30D | -2.4% | +6.0% | -8.4% | -2.9% |
| 3M | -2.5% | +3.5% | -6.0% | -3.2% |
| 6M | +4.0% | +26.3% | -22.3% | +0.9% |
| YTD | +9.3% | +79.2% | -70.0% | +1.1% |
| 1Y | +5.6% | +43.8% | -38.2% | 0.0% |
| 3Y | +31.3% | +52.0% | -20.7% | +13.3% |
| All | +31.3% | +49.8% | -18.5% | +13.3% |
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