+75.8%
BA vs CGNX
+193.6%
-117.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.1% | -1.3% | +1.3% |
| 7D | -0.8% | +3.2% | -4.0% | -1.9% |
| 30D | -9.0% | +6.0% | -15.0% | -11.0% |
| 3M | -5.0% | +3.5% | -8.6% | -7.2% |
| 6M | -1.7% | +26.3% | -28.0% | -11.0% |
| YTD | -3.1% | +79.2% | -82.3% | -25.1% |
| 1Y | -4.3% | +43.8% | -48.1% | -20.4% |
| 3Y | -0.3% | +52.0% | -52.2% | -23.4% |
| 5Y | +0.1% | -24.0% | +24.1% | -2.5% |
| All | +75.8% | +193.6% | -117.8% | +3.9% |
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 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