-55.0%
Z vs CGNX
-36.3%
-18.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.4% | -1.6% |
| 7D | -4.9% | +6.9% | -11.8% | -7.1% |
| 30D | +3.0% | -15.4% | +18.4% | +8.1% |
| 3M | -13.4% | -16.2% | +2.8% | -9.9% |
| 6M | -27.3% | -22.5% | -4.8% | -23.5% |
| YTD | -57.8% | +41.7% | -99.5% | -68.3% |
| 1Y | -60.0% | +33.8% | -93.9% | -69.0% |
| 3Y | -21.5% | +42.7% | -64.3% | -49.2% |
| 5Y | -55.0% | -36.8% | -18.2% | -45.8% |
| All | -55.0% | -36.3% | -18.7% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling