+661.1%
BX vs CGNX
+193.6%
+467.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.1% | -1.6% | +0.9% |
| 7D | -5.6% | +3.2% | -8.8% | -6.7% |
| 30D | -12.2% | +6.0% | -18.2% | -14.6% |
| 3M | +7.4% | +3.5% | +3.9% | +4.4% |
| 6M | +22.2% | +26.3% | -4.1% | +8.6% |
| YTD | -14.0% | +79.2% | -93.3% | -36.8% |
| 1Y | -27.3% | +43.8% | -71.1% | -42.0% |
| 3Y | +24.5% | +52.0% | -27.4% | -8.3% |
| 5Y | +18.9% | -24.0% | +42.9% | +15.3% |
| All | +661.1% | +193.6% | +467.4% | +341.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling