+351.9%
ACWI vs CGNX
+1,318.7%
-966.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | 0.0% | +3.2% | -3.2% | -0.9% |
| 30D | -0.6% | -3.7% | +3.1% | +0.2% |
| 3M | +4.3% | +1.0% | +3.2% | +3.0% |
| 6M | +12.7% | +22.1% | -9.4% | +4.9% |
| YTD | +13.9% | +72.7% | -58.8% | -6.8% |
| 1Y | +20.5% | +40.4% | -19.9% | +3.9% |
| 3Y | +76.5% | +45.2% | +31.3% | +43.4% |
| 5Y | +67.5% | -26.7% | +94.2% | +63.1% |
| 10Y | +231.8% | +178.5% | +53.3% | +89.0% |
| All | +351.9% | +1,318.7% | -966.8% | +0.3% |
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