-9.9%
BRO vs CGNX
+34.8%
-44.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -0.5% |
| 7D | -3.4% | -2.5% | -0.9% | -3.5% |
| 30D | +12.4% | -16.3% | +28.8% | +11.0% |
| 3M | +0.4% | -17.7% | +18.1% | -0.9% |
| 6M | +29.6% | -22.9% | +52.5% | +28.1% |
| YTD | -9.5% | +44.4% | -53.9% | -11.4% |
| 1Y | -9.9% | +35.6% | -45.5% | -11.9% |
| All | -9.9% | +34.8% | -44.7% | -11.9% |
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