+15.2%
BABA vs CGNX
+193.6%
-178.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | -0.6% |
| 7D | -3.5% | +3.2% | -6.6% | -4.4% |
| 30D | -12.7% | +6.0% | -18.7% | -14.7% |
| 3M | -3.0% | +3.5% | -6.6% | -5.3% |
| 6M | -19.1% | +26.3% | -45.4% | -26.5% |
| YTD | -24.7% | +79.2% | -104.0% | -41.4% |
| 1Y | -29.0% | +43.8% | -72.8% | -40.6% |
| 3Y | +30.9% | +52.0% | -21.0% | +1.7% |
| 5Y | -30.9% | -24.0% | -6.9% | -32.9% |
| All | +15.2% | +193.6% | -178.4% | -36.3% |
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 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