+40.6%
BP vs CGNX
+45.2%
-4.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | +0.4% |
| 7D | +5.2% | +3.2% | +2.1% | +5.6% |
| 30D | +8.7% | +6.0% | +2.7% | +9.4% |
| 3M | +9.3% | +3.5% | +5.8% | +9.8% |
| 6M | +13.6% | +26.3% | -12.7% | +15.9% |
| YTD | +37.7% | +79.2% | -41.6% | +40.8% |
| 1Y | +40.6% | +43.8% | -3.2% | +46.2% |
| All | +40.6% | +45.2% | -4.5% | +46.2% |
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