+12,882.1%
BLK vs CGNX
+989.8%
+11,892.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +0.5% |
| 7D | -3.3% | +3.2% | -6.5% | -4.1% |
| 30D | -6.5% | +6.0% | -12.5% | -8.2% |
| 3M | +6.7% | +3.5% | +3.2% | +4.7% |
| 6M | +14.7% | +26.3% | -11.6% | +6.2% |
| YTD | +2.5% | +79.2% | -76.7% | -15.7% |
| 1Y | -2.8% | +43.8% | -46.6% | -15.9% |
| 3Y | +65.9% | +52.0% | +13.9% | +36.3% |
| 5Y | +33.0% | -24.0% | +57.0% | +29.0% |
| 10Y | +281.2% | +189.1% | +92.1% | +153.3% |
| All | +12,882.1% | +989.8% | +11,892.3% | +5,249.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling