+40.3%
BP vs CGNX
+49.8%
-9.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.1% |
| 7D | +5.2% | +3.2% | +2.1% | +5.1% |
| 30D | +8.7% | +6.0% | +2.7% | +8.5% |
| 3M | +9.3% | +3.5% | +5.8% | +8.8% |
| 6M | +13.6% | +26.3% | -12.7% | +11.3% |
| YTD | +37.7% | +79.2% | -41.6% | +28.6% |
| 1Y | +40.6% | +43.8% | -3.2% | +35.1% |
| 3Y | +40.3% | +52.0% | -11.6% | +24.1% |
| All | +40.3% | +49.8% | -9.4% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling