-53.6%
Z vs CGNX
+31.4%
-85.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -8.7% | +18.1% | +9.0% |
| 7D | +10.2% | -9.2% | +19.4% | +9.8% |
| 30D | +23.7% | -17.6% | +41.2% | +23.4% |
| 3M | -6.6% | -25.7% | +19.1% | -6.5% |
| 6M | -23.0% | -5.5% | -17.5% | -23.8% |
| YTD | -50.3% | +48.1% | -98.4% | -54.9% |
| 1Y | -53.6% | +33.5% | -87.1% | -55.0% |
| All | -53.6% | +31.4% | -85.0% | -55.0% |
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