-63.6%
Z vs CGNX
+45.2%
-108.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.1% | -0.1% | +3.9% |
| 7D | -6.0% | +3.2% | -9.2% | -6.1% |
| 30D | -2.3% | +6.0% | -8.3% | -2.6% |
| 3M | -0.6% | +3.5% | -4.2% | -0.9% |
| 6M | -27.6% | +26.3% | -53.9% | -28.8% |
| YTD | -52.4% | +79.2% | -131.6% | -55.3% |
| 1Y | -63.6% | +43.8% | -107.4% | -65.6% |
| All | -63.6% | +45.2% | -108.7% | -65.6% |
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 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