+10,411.9%
ADP vs CGNX
+12,360.6%
-1,948.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | -5.7% | +1.5% | -7.2% | -5.9% |
| 30D | -1.4% | -1.8% | +0.4% | -1.3% |
| 3M | +16.6% | +5.3% | +11.3% | +14.8% |
| 6M | +24.9% | +22.3% | +2.6% | +19.8% |
| YTD | +5.6% | +72.2% | -66.6% | -5.0% |
| 1Y | -6.0% | +39.8% | -45.9% | -13.3% |
| 3Y | +14.5% | +44.8% | -30.4% | +2.5% |
| 5Y | +47.9% | -27.0% | +74.9% | +44.6% |
| 10Y | +282.0% | +177.7% | +104.3% | +202.9% |
| All | +10,411.9% | +12,360.6% | -1,948.7% | +4,460.9% |
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