-2.7%
BRO vs CGNX
+27.0%
-29.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | +0.7% |
| 7D | -7.3% | +3.2% | -10.5% | -6.7% |
| 30D | -6.9% | +6.0% | -12.9% | -5.4% |
| 3M | +10.7% | +3.5% | +7.1% | +12.1% |
| 6M | -2.7% | +26.3% | -29.0% | -1.9% |
| All | -2.7% | +27.0% | -29.7% | -1.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling