-15.6%
Z vs CGNX
+94.1%
-109.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +4.1% |
| 7D | +0.8% | +4.7% | -3.8% | -1.0% |
| 30D | +5.2% | -12.7% | +17.9% | +9.7% |
| 3M | -17.0% | -18.7% | +1.6% | -12.2% |
| 6M | -22.7% | -21.2% | -1.5% | -18.8% |
| YTD | -56.3% | +39.6% | -95.9% | -66.6% |
| 1Y | -57.7% | +35.6% | -93.2% | -67.2% |
| 3Y | -16.5% | +44.7% | -61.3% | -42.7% |
| 5Y | -53.4% | -37.8% | -15.6% | -51.6% |
| All | -15.6% | +94.1% | -109.8% | -37.9% |
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