+123.0%
XRT vs CGNX
+193.6%
-70.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.1% | -2.7% | +0.2% |
| 7D | -3.2% | +3.2% | -6.4% | -4.1% |
| 30D | -4.5% | +6.0% | -10.5% | -6.5% |
| 3M | -3.1% | +3.5% | -6.6% | -5.3% |
| 6M | +4.2% | +26.3% | -22.1% | -5.0% |
| YTD | -0.1% | +79.2% | -79.3% | -21.1% |
| 1Y | -3.0% | +43.8% | -46.8% | -18.2% |
| 3Y | +41.8% | +52.0% | -10.2% | +11.8% |
| 5Y | -1.3% | -24.0% | +22.8% | -4.7% |
| All | +123.0% | +193.6% | -70.6% | +32.9% |
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