+3,911.6%
ASX vs CGNX
+700.6%
+3,211.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.7% |
| 7D | +11.1% | +3.2% | +7.9% | +10.0% |
| 30D | +9.6% | -3.7% | +13.3% | +10.8% |
| 3M | +18.6% | +1.0% | +17.6% | +18.9% |
| 6M | +92.1% | +22.1% | +70.0% | +81.8% |
| YTD | +158.5% | +72.7% | +85.8% | +113.3% |
| 1Y | +271.9% | +40.4% | +231.5% | +224.9% |
| 3Y | +465.2% | +45.2% | +420.0% | +370.7% |
| 5Y | +479.4% | -26.7% | +506.1% | +486.7% |
| 10Y | +992.0% | +178.5% | +813.5% | +604.1% |
| All | +3,911.6% | +700.6% | +3,211.0% | +1,210.9% |
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