+1,170.7%
C vs CGNX
+12,360.6%
-11,189.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +0.3% | +1.5% | -1.2% | -0.1% |
| 30D | +2.0% | -1.8% | +3.8% | +2.3% |
| 3M | +4.4% | +5.3% | -0.9% | +2.5% |
| 6M | +28.3% | +22.3% | +6.0% | +21.2% |
| YTD | +20.5% | +72.2% | -51.7% | +2.4% |
| 1Y | +45.5% | +39.8% | +5.7% | +29.0% |
| 3Y | +274.0% | +44.8% | +229.2% | +219.6% |
| 5Y | +136.1% | -27.0% | +163.2% | +131.3% |
| 10Y | +296.7% | +177.7% | +119.0% | +176.6% |
| All | +1,170.7% | +12,360.6% | -11,189.9% | +309.6% |
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