+23.9%
BTI vs CGNX
+31.4%
-7.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -8.7% | +12.1% | +3.1% |
| 7D | +5.3% | -9.2% | +14.5% | +5.0% |
| 30D | +19.1% | -17.6% | +36.7% | +18.6% |
| 3M | +6.5% | -25.7% | +32.2% | +6.2% |
| 6M | +9.4% | -5.5% | +14.9% | +8.1% |
| YTD | +14.4% | +48.1% | -33.7% | +9.0% |
| 1Y | +23.9% | +33.5% | -9.6% | +21.5% |
| All | +23.9% | +31.4% | -7.5% | +21.5% |
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