-50.4%
BIDU vs CGNX
+193.6%
-244.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | -0.5% |
| 7D | -8.1% | +3.2% | -11.3% | -9.1% |
| 30D | -12.8% | +6.0% | -18.8% | -14.6% |
| 3M | -21.3% | +3.5% | -24.8% | -22.8% |
| 6M | -27.0% | +26.3% | -53.3% | -33.5% |
| YTD | -30.0% | +79.2% | -109.3% | -45.9% |
| 1Y | -18.3% | +43.8% | -62.1% | -31.8% |
| 3Y | -33.8% | +52.0% | -85.8% | -48.8% |
| 5Y | -44.3% | -24.0% | -20.3% | -45.6% |
| All | -50.4% | +193.6% | -244.0% | -70.1% |
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