+93.5%
BURL vs CGNX
+42.0%
+51.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.3% |
| 7D | -1.6% | +4.7% | -6.2% | -2.3% |
| 30D | -7.7% | -12.7% | +4.9% | -6.2% |
| 3M | -31.7% | -18.7% | -13.0% | -29.9% |
| 6M | -15.2% | -21.2% | +6.0% | -13.0% |
| YTD | -15.9% | +39.6% | -55.5% | -25.2% |
| 1Y | -14.2% | +35.6% | -49.8% | -23.3% |
| 3Y | +93.5% | +44.7% | +48.8% | +55.9% |
| All | +93.5% | +42.0% | +51.5% | +55.9% |
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