+24.7%
Z vs CGNX
+200.1%
-175.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.5% | -3.1% |
| 7D | -3.0% | +3.0% | -6.0% | -4.1% |
| 30D | -4.2% | -11.8% | +7.7% | +0.1% |
| 3M | -3.7% | -3.6% | -0.1% | -4.5% |
| 6M | -24.5% | +17.4% | -41.9% | -31.8% |
| YTD | -49.3% | +73.7% | -123.0% | -63.3% |
| 1Y | -58.7% | +41.5% | -100.2% | -67.6% |
| 3Y | -34.1% | +34.1% | -68.2% | -50.1% |
| 5Y | -64.5% | -27.3% | -37.3% | -65.1% |
| 10Y | -0.5% | +166.6% | -167.1% | -39.1% |
| All | +24.7% | +200.1% | -175.4% | -29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling