+19.6%
BTDR vs CGNX
-21.1%
+40.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.4% | +2.0% |
| 7D | -3.4% | +3.2% | -6.6% | -4.6% |
| 30D | +32.6% | +6.0% | +26.6% | +29.4% |
| 3M | -32.2% | +3.5% | -35.8% | -32.7% |
| 6M | +52.4% | +26.3% | +26.1% | +41.9% |
| YTD | +6.7% | +79.2% | -72.6% | -16.7% |
| 1Y | -15.2% | +43.8% | -59.0% | -26.9% |
| 3Y | +14.9% | +52.0% | -37.1% | -9.4% |
| 5Y | +20.8% | -24.0% | +44.8% | -5.5% |
| All | +19.6% | -21.1% | +40.7% | -6.3% |
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 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