+3,627.9%
ALL vs CGNX
+4,644.2%
-1,016.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -2.2% | +3.2% | -5.4% | -2.7% |
| 30D | -5.6% | -3.7% | -1.8% | -5.2% |
| 3M | +17.2% | +1.0% | +16.2% | +16.1% |
| 6M | +23.2% | +22.1% | +1.2% | +17.7% |
| YTD | +23.6% | +72.7% | -49.1% | +10.1% |
| 1Y | +29.2% | +40.4% | -11.2% | +18.3% |
| 3Y | +153.8% | +45.2% | +108.6% | +124.1% |
| 5Y | +116.1% | -26.7% | +142.8% | +109.6% |
| 10Y | +364.8% | +178.5% | +186.3% | +245.9% |
| All | +3,627.9% | +4,644.2% | -1,016.3% | +1,672.6% |
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