+246.5%
BBY vs CGNX
+193.6%
+52.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.1% | -1.0% | +1.7% |
| 7D | +0.6% | +3.2% | -2.6% | -0.4% |
| 30D | +9.4% | +6.0% | +3.4% | +6.9% |
| 3M | +19.3% | +3.5% | +15.8% | +16.2% |
| 6M | +47.9% | +26.3% | +21.6% | +33.0% |
| YTD | +39.6% | +79.2% | -39.7% | +6.0% |
| 1Y | +22.2% | +43.8% | -21.6% | +0.3% |
| 3Y | +45.0% | +52.0% | -7.0% | +10.7% |
| 5Y | +2.6% | -24.0% | +26.6% | -2.1% |
| All | +246.5% | +193.6% | +52.9% | +98.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling