+135.9%
XLU vs CGNX
+193.6%
-57.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -0.8% |
| 7D | -1.6% | +3.2% | -4.8% | -2.0% |
| 30D | -3.3% | +6.0% | -9.3% | -4.2% |
| 3M | -3.2% | +3.5% | -6.7% | -4.1% |
| 6M | -7.0% | +26.3% | -33.2% | -10.8% |
| YTD | +0.6% | +79.2% | -78.6% | -9.2% |
| 1Y | +2.4% | +43.8% | -41.4% | -5.0% |
| 3Y | +46.3% | +52.0% | -5.7% | +30.7% |
| 5Y | +44.0% | -24.0% | +68.0% | +41.6% |
| All | +135.9% | +193.6% | -57.7% | +68.7% |
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