-28.4%
BAH vs CGNX
+49.8%
-78.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | +0.2% |
| 7D | +4.3% | +3.2% | +1.1% | +4.2% |
| 30D | -2.5% | +6.0% | -8.5% | -2.7% |
| 3M | -0.9% | +3.5% | -4.5% | -1.4% |
| 6M | +1.5% | +26.3% | -24.8% | -0.5% |
| YTD | -8.0% | +79.2% | -87.2% | -13.2% |
| 1Y | -24.7% | +43.8% | -68.5% | -27.4% |
| 3Y | -28.4% | +52.0% | -80.3% | -33.3% |
| All | -28.4% | +49.8% | -78.2% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling