+1,808.2%
BA vs CGNX
+12,469.7%
-10,661.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +2.5% | +3.6% | -1.1% | +1.8% |
| 30D | -10.1% | -6.8% | -3.3% | -9.1% |
| 3M | -2.4% | -0.1% | -2.3% | -2.8% |
| 6M | -8.8% | +26.2% | -35.0% | -13.3% |
| YTD | -2.9% | +73.7% | -76.6% | -14.1% |
| 1Y | -8.8% | +40.4% | -49.2% | -16.3% |
| 3Y | -0.3% | +46.1% | -46.3% | -11.1% |
| 5Y | -0.3% | -25.6% | +25.3% | -1.2% |
| 10Y | +72.3% | +171.3% | -99.0% | +36.6% |
| All | +1,808.2% | +12,469.7% | -10,661.5% | +648.0% |
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