+15.9%
ABNB vs CGNX
-12.9%
+28.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -9.5% | +1.5% | -11.0% | -10.0% |
| 30D | -9.4% | -1.8% | -7.6% | -9.3% |
| 3M | +29.9% | +5.3% | +24.6% | +25.0% |
| 6M | +26.6% | +22.3% | +4.3% | +14.4% |
| YTD | +23.5% | +72.2% | -48.7% | -7.1% |
| 1Y | +35.8% | +39.8% | -4.0% | +10.3% |
| 3Y | +15.0% | +44.8% | -29.9% | -15.3% |
| 5Y | +1.5% | -27.0% | +28.5% | -4.4% |
| All | +15.9% | -12.9% | +28.7% | +11.7% |
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 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