-34.8%
BROS vs CGNX
+42.4%
-77.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.4% |
| 7D | -6.7% | +3.0% | -9.6% | -7.0% |
| 30D | -29.1% | -11.8% | -17.2% | -27.8% |
| 3M | -16.7% | -3.6% | -13.1% | -16.3% |
| 6M | -11.6% | +17.4% | -29.0% | -14.0% |
| YTD | -23.9% | +73.7% | -97.7% | -31.9% |
| 1Y | -34.8% | +41.5% | -76.3% | -40.3% |
| All | -34.8% | +42.4% | -77.2% | -40.3% |
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