+55.1%
BURL vs CGNX
+44.3%
+10.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.6% | -5.8% | -6.3% |
| 7D | -7.0% | +3.2% | -10.2% | -7.5% |
| 30D | -35.6% | -3.7% | -31.9% | -35.3% |
| 3M | -26.3% | +1.0% | -27.3% | -27.1% |
| 6M | -20.7% | +22.1% | -42.8% | -24.6% |
| YTD | -17.2% | +72.7% | -89.9% | -29.1% |
| 1Y | -15.0% | +40.4% | -55.4% | -23.4% |
| All | +55.1% | +44.3% | +10.8% | +18.4% |
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