+599.1%
XYZ vs CGNX
+193.6%
+405.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | -2.1% |
| 7D | -4.3% | +3.2% | -7.5% | -6.0% |
| 30D | +1.2% | +6.0% | -4.8% | -2.6% |
| 3M | +14.6% | +3.5% | +11.1% | +9.8% |
| 6M | +22.6% | +26.3% | -3.7% | +3.5% |
| YTD | +21.7% | +79.2% | -57.6% | -24.6% |
| 1Y | +6.7% | +43.8% | -37.1% | -25.1% |
| 3Y | +46.8% | +52.0% | -5.1% | -8.9% |
| 5Y | -68.0% | -24.0% | -44.0% | -68.1% |
| All | +599.1% | +193.6% | +405.5% | +331.4% |
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