+22.9%
BABA vs CGNX
+207.8%
-184.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -2.9% | +1.5% | -4.4% | -3.3% |
| 30D | -15.1% | -1.8% | -13.3% | -15.0% |
| 3M | -5.0% | +5.3% | -10.3% | -7.8% |
| 6M | -19.9% | +22.3% | -42.2% | -26.3% |
| YTD | -25.3% | +72.2% | -97.4% | -40.5% |
| 1Y | -23.9% | +39.8% | -63.7% | -35.4% |
| 3Y | +28.1% | +44.8% | -16.7% | +2.1% |
| 5Y | -31.4% | -27.0% | -4.3% | -32.7% |
| 10Y | +15.8% | +177.7% | -161.9% | -28.8% |
| All | +22.9% | +207.8% | -184.9% | -30.3% |
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