-14.9%
BURL vs CGNX
+39.9%
-54.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -7.9% | +1.5% | -9.4% | -8.0% |
| 30D | -33.7% | -1.8% | -31.9% | -33.6% |
| 3M | -27.2% | +5.3% | -32.5% | -27.7% |
| 6M | -22.1% | +22.3% | -44.4% | -23.2% |
| YTD | -17.6% | +72.2% | -89.8% | -22.9% |
| 1Y | -14.9% | +39.8% | -54.7% | -18.6% |
| All | -14.9% | +39.9% | -54.8% | -18.6% |
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