+922.6%
BAH vs CGNX
+886.1%
+36.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +4.9% |
| 7D | +2.4% | +1.5% | +1.0% | +2.2% |
| 30D | -2.9% | -1.8% | -1.2% | -2.8% |
| 3M | -1.3% | +5.3% | -6.6% | -3.1% |
| 6M | -0.9% | +22.3% | -23.2% | -5.7% |
| YTD | -8.2% | +72.2% | -80.4% | -19.2% |
| 1Y | -24.0% | +39.8% | -63.8% | -30.9% |
| 3Y | -28.1% | +44.8% | -72.9% | -37.1% |
| 5Y | +2.5% | -27.0% | +29.5% | +0.5% |
| 10Y | +205.5% | +177.7% | +27.8% | +107.4% |
| All | +922.6% | +886.1% | +36.5% | +373.4% |
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