+1,410.1%
BP vs CGNX
+12,360.6%
-10,950.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +5.7% | +1.5% | +4.3% | +5.6% |
| 30D | +8.1% | -1.8% | +9.9% | +8.2% |
| 3M | +8.6% | +5.3% | +3.3% | +7.4% |
| 6M | +18.1% | +22.3% | -4.2% | +14.3% |
| YTD | +37.6% | +72.2% | -34.6% | +26.5% |
| 1Y | +39.4% | +39.8% | -0.4% | +30.8% |
| 3Y | +40.1% | +44.8% | -4.8% | +28.6% |
| 5Y | +141.3% | -27.0% | +168.4% | +136.3% |
| 10Y | +136.0% | +177.7% | -41.7% | +95.1% |
| All | +1,410.1% | +12,360.6% | -10,950.5% | +865.5% |
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