+1.3%
BIDU vs CGNX
+42.4%
-41.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.4% | +1.7% | +3.7% |
| 7D | +2.4% | +3.0% | -0.5% | +1.9% |
| 30D | -10.5% | -11.8% | +1.4% | -8.7% |
| 3M | -26.2% | -3.6% | -22.6% | -25.8% |
| 6M | -16.4% | +17.4% | -33.8% | -18.3% |
| YTD | -23.9% | +73.7% | -97.6% | -31.8% |
| 1Y | +1.3% | +41.5% | -40.2% | +3.6% |
| All | +1.3% | +42.4% | -41.1% | +3.6% |
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