-67.9%
XYZ vs CGNX
-25.4%
-42.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | -2.0% |
| 7D | -4.3% | +3.2% | -7.5% | -5.9% |
| 30D | +1.2% | +6.0% | -4.8% | -2.4% |
| 3M | +14.6% | +3.5% | +11.1% | +10.0% |
| 6M | +22.6% | +26.3% | -3.7% | +4.0% |
| YTD | +21.7% | +79.2% | -57.6% | -25.1% |
| 1Y | +6.7% | +43.8% | -37.1% | -24.7% |
| 3Y | +46.8% | +52.0% | -5.1% | -12.2% |
| All | -67.9% | -25.4% | -42.5% | -65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling