+1,173.6%
C vs CGNX
+12,871.6%
-11,698.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | -0.7% |
| 7D | +0.8% | +3.2% | -2.4% | 0.0% |
| 30D | +0.9% | +6.0% | -5.1% | -0.7% |
| 3M | +1.1% | +3.5% | -2.5% | -0.4% |
| 6M | +28.4% | +26.3% | +2.1% | +20.3% |
| YTD | +20.8% | +79.2% | -58.5% | +1.6% |
| 1Y | +43.4% | +43.8% | -0.3% | +26.3% |
| 3Y | +274.9% | +52.0% | +222.9% | +216.6% |
| 5Y | +136.7% | -24.0% | +160.7% | +129.6% |
| 10Y | +297.6% | +189.1% | +108.5% | +174.5% |
| All | +1,173.6% | +12,871.6% | -11,698.0% | +306.6% |
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