+14.9%
BTDR vs CGNX
+49.8%
-34.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.4% | +1.1% |
| 7D | -3.4% | +3.2% | -6.6% | -5.3% |
| 30D | +32.6% | +6.0% | +26.6% | +27.7% |
| 3M | -32.2% | +3.5% | -35.8% | -33.2% |
| 6M | +52.4% | +26.3% | +26.1% | +35.4% |
| YTD | +6.7% | +79.2% | -72.6% | -30.6% |
| 1Y | -15.2% | +43.8% | -59.0% | -34.3% |
| 3Y | +14.9% | +52.0% | -37.1% | -9.9% |
| All | +14.9% | +49.8% | -34.9% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling