-98.1%
CAPR vs CGNX
+1,268.2%
-1,366.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.1% | -4.5% |
| 7D | -12.6% | +3.2% | -15.9% | -13.2% |
| 30D | +124.4% | -3.7% | +128.1% | +127.0% |
| 3M | -66.8% | +1.0% | -67.8% | -67.0% |
| 6M | -71.8% | +22.1% | -93.9% | -73.0% |
| YTD | -70.1% | +72.7% | -142.7% | -73.8% |
| 1Y | +33.3% | +40.4% | -7.0% | +21.5% |
| 3Y | +36.7% | +45.2% | -8.5% | +20.8% |
| 5Y | +72.5% | -26.7% | +99.1% | +70.8% |
| 10Y | -77.3% | +178.5% | -255.8% | -80.2% |
| All | -98.1% | +1,268.2% | -1,366.3% | -98.3% |
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