-29.0%
BABA vs CGNX
+45.2%
-74.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | +0.3% |
| 7D | -3.5% | +3.2% | -6.6% | -3.8% |
| 30D | -12.7% | +6.0% | -18.7% | -13.4% |
| 3M | -3.0% | +3.5% | -6.6% | -3.8% |
| 6M | -19.1% | +26.3% | -45.4% | -21.7% |
| YTD | -24.7% | +79.2% | -104.0% | -32.4% |
| 1Y | -29.0% | +43.8% | -72.8% | -29.3% |
| All | -29.0% | +45.2% | -74.2% | -29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling