+24.5%
BX vs CGNX
+49.8%
-25.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.1% | -1.6% | +1.4% |
| 7D | -5.6% | +3.2% | -8.8% | -6.4% |
| 30D | -12.2% | +6.0% | -18.2% | -13.8% |
| 3M | +7.4% | +3.5% | +3.9% | +5.4% |
| 6M | +22.2% | +26.3% | -4.1% | +12.6% |
| YTD | -14.0% | +79.2% | -93.3% | -31.4% |
| 1Y | -27.3% | +43.8% | -71.1% | -37.6% |
| 3Y | +24.5% | +52.0% | -27.4% | -5.7% |
| All | +24.5% | +49.8% | -25.2% | -5.7% |
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