-19.4%
Z vs CGNX
+44.2%
-63.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.4% | -1.9% |
| 7D | -4.9% | +6.9% | -11.8% | -6.0% |
| 30D | +3.0% | -15.4% | +18.4% | +5.5% |
| 3M | -13.4% | -16.2% | +2.8% | -11.7% |
| 6M | -27.3% | -22.5% | -4.8% | -25.2% |
| YTD | -57.8% | +41.7% | -99.5% | -64.3% |
| 1Y | -60.0% | +33.8% | -93.9% | -65.5% |
| All | -19.4% | +44.2% | -63.5% | -43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling