+433.9%
BTSG vs CGNX
+73.2%
+360.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | +0.9% |
| 7D | -3.3% | +3.2% | -6.5% | -3.7% |
| 30D | -1.6% | +6.0% | -7.6% | -2.5% |
| 3M | -6.9% | +3.5% | -10.4% | -7.6% |
| 6M | +42.1% | +26.3% | +15.8% | +37.4% |
| YTD | +56.8% | +79.2% | -22.4% | +42.5% |
| 1Y | +109.8% | +43.8% | +66.0% | +97.7% |
| All | +433.9% | +73.2% | +360.8% | +389.1% |
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