-13.3%
BKNG vs CGNX
+19.2%
-32.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -10.5% | +9.2% | -2.1% |
| 7D | +12.2% | -19.5% | +31.6% | +10.4% |
| 30D | +7.0% | -28.4% | +35.4% | +4.9% |
| 3M | -18.3% | -32.7% | +14.4% | -20.1% |
| 6M | +1.1% | -19.0% | +20.2% | -0.4% |
| YTD | -20.7% | +32.6% | -53.2% | -23.5% |
| 1Y | -13.3% | +18.0% | -31.4% | -10.9% |
| All | -13.3% | +19.2% | -32.5% | -10.9% |
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