+465.4%
AXP vs CGNX
+193.6%
+271.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.1% | -2.9% | 0.0% |
| 7D | -0.5% | +3.2% | -3.6% | -1.4% |
| 30D | -5.6% | +6.0% | -11.6% | -7.6% |
| 3M | +2.2% | +3.5% | -1.3% | 0.0% |
| 6M | +6.7% | +26.3% | -19.6% | -2.7% |
| YTD | -11.5% | +79.2% | -90.8% | -30.4% |
| 1Y | -0.4% | +43.8% | -44.1% | -16.4% |
| 3Y | +113.0% | +52.0% | +61.1% | +65.8% |
| 5Y | +117.4% | -24.0% | +141.4% | +110.0% |
| All | +465.4% | +193.6% | +271.8% | +229.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling