+1,003.0%
BE vs CGNX
+54.9%
+948.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.1% | +2.6% | +4.3% |
| 7D | +9.0% | +3.2% | +5.9% | +7.2% |
| 30D | +16.3% | +6.0% | +10.3% | +12.3% |
| 3M | +10.8% | +3.5% | +7.3% | +9.9% |
| 6M | +73.2% | +26.3% | +46.9% | +54.6% |
| YTD | +217.4% | +79.2% | +138.1% | +114.4% |
| 1Y | +309.8% | +43.8% | +266.0% | +218.1% |
| 3Y | +1,726.2% | +52.0% | +1,674.2% | +1,186.0% |
| 5Y | +1,306.2% | -24.0% | +1,330.2% | +1,367.2% |
| All | +1,003.0% | +54.9% | +948.1% | +812.4% |
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