+258.5%
BN vs CGNX
+193.6%
+64.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | -0.9% |
| 7D | -5.2% | +3.2% | -8.3% | -6.2% |
| 30D | -14.5% | +6.0% | -20.5% | -16.5% |
| 3M | -15.0% | +3.5% | -18.5% | -17.1% |
| 6M | -5.4% | +26.3% | -31.7% | -14.3% |
| YTD | -16.4% | +79.2% | -95.7% | -34.8% |
| 1Y | -16.2% | +43.8% | -60.0% | -29.9% |
| 3Y | +67.5% | +52.0% | +15.6% | +30.9% |
| 5Y | +34.1% | -24.0% | +58.2% | +29.1% |
| All | +258.5% | +193.6% | +64.9% | +125.6% |
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