-6.9%
Z vs CGNX
+182.0%
-188.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | -11.6% | +1.5% | -13.1% | -12.1% |
| 30D | -8.5% | -1.8% | -6.7% | -8.4% |
| 3M | -7.9% | +5.3% | -13.2% | -12.1% |
| 6M | -29.1% | +22.3% | -51.4% | -37.2% |
| YTD | -54.2% | +72.2% | -126.4% | -67.2% |
| 1Y | -63.5% | +39.8% | -103.4% | -71.6% |
| 3Y | -38.6% | +44.8% | -83.4% | -55.9% |
| 5Y | -66.0% | -27.0% | -38.9% | -66.5% |
| All | -6.9% | +182.0% | -188.9% | -43.6% |
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