+813.6%
BAX vs CGNX
+12,360.6%
-11,547.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -5.4% | +1.5% | -6.9% | -5.6% |
| 30D | -12.4% | -1.8% | -10.6% | -12.3% |
| 3M | +19.1% | +5.3% | +13.8% | +18.2% |
| 6M | +38.6% | +22.3% | +16.3% | +35.5% |
| YTD | +26.7% | +72.2% | -45.5% | +18.5% |
| 1Y | +1.0% | +39.8% | -38.8% | -3.6% |
| 3Y | -33.9% | +44.8% | -78.7% | -38.2% |
| 5Y | -67.0% | -27.0% | -40.0% | -67.6% |
| 10Y | -37.5% | +177.7% | -215.2% | -46.0% |
| All | +813.6% | +12,360.6% | -11,547.0% | +410.8% |
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