+87.6%
BB vs CGNX
+31.4%
+56.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -8.7% | +15.7% | +9.4% |
| 7D | -6.8% | -9.2% | +2.4% | -4.5% |
| 30D | -3.5% | -17.6% | +14.0% | +1.7% |
| 3M | -1.2% | -25.7% | +24.5% | +6.2% |
| 6M | +57.0% | -5.5% | +62.5% | +63.9% |
| YTD | +131.1% | +48.1% | +83.0% | +127.9% |
| 1Y | +87.6% | +33.5% | +54.1% | +91.0% |
| All | +87.6% | +31.4% | +56.1% | +91.0% |
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