+935.3%
BBWI vs CGNX
+12,871.6%
-11,936.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +4.1% | +2.3% | +5.5% |
| 7D | -4.8% | +3.2% | -8.0% | -5.4% |
| 30D | +3.5% | +6.0% | -2.5% | +2.0% |
| 3M | -0.3% | +3.5% | -3.9% | -1.6% |
| 6M | -5.4% | +26.3% | -31.7% | -10.8% |
| YTD | -4.7% | +79.2% | -84.0% | -17.9% |
| 1Y | -30.5% | +43.8% | -74.3% | -37.3% |
| 3Y | -44.3% | +52.0% | -96.3% | -51.1% |
| 5Y | -66.9% | -24.0% | -42.8% | -66.9% |
| 10Y | -55.3% | +189.1% | -244.4% | -66.2% |
| All | +935.3% | +12,871.6% | -11,936.3% | +207.7% |
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