+37.5%
ZBRA vs CGNX
+49.8%
-12.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.3% | -0.2% |
| 7D | -3.4% | +3.2% | -6.6% | -4.9% |
| 30D | -7.4% | +6.0% | -13.4% | -10.4% |
| 3M | +57.5% | +3.5% | +54.0% | +53.6% |
| 6M | +64.0% | +26.3% | +37.7% | +43.1% |
| YTD | +44.3% | +79.2% | -35.0% | +0.6% |
| 1Y | +10.9% | +43.8% | -32.9% | -12.9% |
| 3Y | +37.5% | +52.0% | -14.4% | -9.8% |
| All | +37.5% | +49.8% | -12.2% | -9.8% |
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 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