+29.4%
BBY vs CGNX
+19.2%
+10.3%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -10.5% | +8.6% | -2.3% |
| 7D | -1.0% | -19.5% | +18.5% | -1.8% |
| 30D | +17.1% | -28.4% | +45.6% | +16.1% |
| 3M | +18.9% | -32.7% | +51.6% | +17.8% |
| 6M | +77.7% | -19.0% | +96.8% | +76.1% |
| YTD | +54.4% | +32.6% | +21.8% | +41.2% |
| 1Y | +29.4% | +18.0% | +11.4% | +25.8% |
| All | +29.4% | +19.2% | +10.3% | +25.8% |
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 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