+102.6%
BB vs CGNX
+42.4%
+60.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.6% |
| 7D | -5.6% | +3.0% | -8.6% | -6.4% |
| 30D | -11.8% | -11.8% | 0.0% | -9.1% |
| 3M | -25.5% | -3.6% | -21.9% | -24.9% |
| 6M | +121.3% | +17.4% | +103.9% | +117.6% |
| YTD | +103.2% | +73.7% | +29.4% | +82.6% |
| 1Y | +102.6% | +41.5% | +61.1% | +97.1% |
| All | +102.6% | +42.4% | +60.2% | +97.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling