+9.3%
XYZ vs CGNX
+42.4%
-33.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -0.9% |
| 7D | -1.0% | +3.0% | -3.9% | -1.2% |
| 30D | -1.7% | -11.8% | +10.1% | -1.0% |
| 3M | +16.7% | -3.6% | +20.4% | +16.8% |
| 6M | +26.9% | +17.4% | +9.5% | +25.4% |
| YTD | +27.1% | +73.7% | -46.6% | +16.3% |
| 1Y | +9.3% | +41.5% | -32.3% | +8.9% |
| All | +9.3% | +42.4% | -33.1% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling