+800.5%
B vs CGNX
+12,397.0%
-11,596.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.1% |
| 7D | +1.0% | +3.2% | -2.2% | +0.9% |
| 30D | +9.5% | -3.7% | +13.2% | +9.7% |
| 3M | +14.3% | +1.0% | +13.3% | +14.1% |
| 6M | -1.9% | +22.1% | -24.0% | -3.0% |
| YTD | +4.1% | +72.7% | -68.6% | +0.6% |
| 1Y | +56.1% | +40.4% | +15.7% | +52.3% |
| 3Y | +202.0% | +45.2% | +156.8% | +192.0% |
| 5Y | +158.8% | -26.7% | +185.5% | +156.7% |
| 10Y | +211.9% | +178.5% | +33.4% | +187.6% |
| All | +800.5% | +12,397.0% | -11,596.5% | +709.3% |
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