+33.0%
BLK vs CGNX
-25.4%
+58.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +0.6% |
| 7D | -3.3% | +3.2% | -6.5% | -4.1% |
| 30D | -6.5% | +6.0% | -12.5% | -8.1% |
| 3M | +6.7% | +3.5% | +3.2% | +4.7% |
| 6M | +14.7% | +26.3% | -11.6% | +6.3% |
| YTD | +2.5% | +79.2% | -76.7% | -16.3% |
| 1Y | -2.8% | +43.8% | -46.6% | -15.8% |
| 3Y | +65.9% | +52.0% | +13.9% | +32.5% |
| All | +33.0% | -25.4% | +58.4% | +24.9% |
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 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