+1,374.0%
BAC vs CGNX
+12,360.6%
-10,986.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -0.3% | +1.5% | -1.7% | -0.6% |
| 30D | -1.8% | -1.8% | 0.0% | -1.6% |
| 3M | +15.3% | +5.3% | +10.0% | +13.1% |
| 6M | +30.2% | +22.3% | +7.9% | +23.0% |
| YTD | +15.6% | +72.2% | -56.6% | -0.5% |
| 1Y | +27.5% | +39.8% | -12.4% | +13.9% |
| 3Y | +137.0% | +44.8% | +92.2% | +104.6% |
| 5Y | +75.6% | -27.0% | +102.6% | +71.7% |
| 10Y | +396.9% | +177.7% | +219.2% | +257.9% |
| All | +1,374.0% | +12,360.6% | -10,986.6% | +390.4% |
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