+907.8%
BX vs CGNX
+1,244.8%
-337.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.1% | -1.6% | +0.8% |
| 7D | -5.6% | +3.2% | -8.8% | -6.8% |
| 30D | -12.2% | +6.0% | -18.2% | -14.8% |
| 3M | +7.4% | +3.5% | +3.9% | +4.1% |
| 6M | +22.2% | +26.3% | -4.1% | +7.7% |
| YTD | -14.0% | +79.2% | -93.3% | -37.8% |
| 1Y | -27.3% | +43.8% | -71.1% | -42.8% |
| 3Y | +24.5% | +52.0% | -27.4% | -9.3% |
| 5Y | +18.9% | -24.0% | +42.9% | +15.7% |
| 10Y | +665.4% | +189.1% | +476.3% | +268.8% |
| All | +907.8% | +1,244.8% | -337.0% | +71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling