+111.8%
BHP vs CGNX
-25.4%
+137.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -1.2% |
| 7D | -3.6% | +3.2% | -6.8% | -4.3% |
| 30D | -1.2% | +6.0% | -7.2% | -2.8% |
| 3M | +1.2% | +3.5% | -2.3% | -0.3% |
| 6M | +21.4% | +26.3% | -4.9% | +14.3% |
| YTD | +50.4% | +79.2% | -28.8% | +27.7% |
| 1Y | +67.5% | +43.8% | +23.7% | +49.5% |
| 3Y | +72.8% | +52.0% | +20.9% | +44.6% |
| All | +111.8% | -25.4% | +137.2% | +95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling