-65.5%
Z vs CGNX
-25.9%
-39.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -7.1% | +3.2% | -10.3% | -8.2% |
| 30D | -4.8% | -3.7% | -1.0% | -4.0% |
| 3M | -9.3% | +1.0% | -10.4% | -11.7% |
| 6M | -29.0% | +22.1% | -51.1% | -36.7% |
| YTD | -52.9% | +72.7% | -125.6% | -66.2% |
| 1Y | -63.1% | +40.4% | -103.5% | -71.1% |
| 3Y | -36.9% | +45.2% | -82.1% | -55.1% |
| 5Y | -65.5% | -26.7% | -38.8% | -65.8% |
| All | -65.5% | -25.9% | -39.6% | -65.8% |
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