-54.1%
BLDR vs CGNX
+42.4%
-96.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +2.0% |
| 7D | -2.8% | +3.0% | -5.8% | -3.4% |
| 30D | -13.3% | -11.8% | -1.4% | -11.1% |
| 3M | -12.3% | -3.6% | -8.6% | -11.9% |
| 6M | -31.5% | +17.4% | -48.9% | -33.5% |
| YTD | -36.1% | +73.7% | -109.8% | -44.1% |
| 1Y | -54.1% | +41.5% | -95.6% | -58.1% |
| All | -54.1% | +42.4% | -96.5% | -58.1% |
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 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