+115.5%
AXP vs CGNX
-27.3%
+142.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -2.5% | +3.2% | -5.7% | -3.2% |
| 30D | -5.0% | -3.7% | -1.3% | -4.4% |
| 3M | +1.4% | +1.0% | +0.3% | +0.2% |
| 6M | +6.0% | +22.1% | -16.1% | -0.6% |
| YTD | -12.3% | +72.7% | -85.0% | -27.1% |
| 1Y | +0.3% | +40.4% | -40.1% | -12.1% |
| 3Y | +111.7% | +45.2% | +66.4% | +72.6% |
| All | +115.5% | -27.3% | +142.8% | +97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling