+19.7%
BROS vs CGNX
-24.8%
+44.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.0% | -0.3% |
| 7D | -5.8% | +3.2% | -8.9% | -6.7% |
| 30D | -14.0% | +6.0% | -20.0% | -15.9% |
| 3M | -32.5% | +3.5% | -36.0% | -33.8% |
| 6M | -14.9% | +26.3% | -41.2% | -22.7% |
| YTD | -28.3% | +79.2% | -107.5% | -45.1% |
| 1Y | -34.0% | +43.8% | -77.8% | -45.2% |
| 3Y | +63.0% | +52.0% | +11.0% | +19.4% |
| All | +19.7% | -24.8% | +44.5% | +31.1% |
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 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