+1,144.3%
CAT vs CGNX
+193.6%
+950.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +0.3% |
| 7D | +0.6% | +3.2% | -2.6% | -0.5% |
| 30D | -4.3% | +6.0% | -10.3% | -6.3% |
| 3M | -8.6% | +3.5% | -12.2% | -9.9% |
| 6M | +16.1% | +26.3% | -10.2% | +7.2% |
| YTD | +43.8% | +79.2% | -35.5% | +14.8% |
| 1Y | +91.5% | +43.8% | +47.7% | +63.6% |
| 3Y | +202.7% | +52.0% | +150.8% | +142.7% |
| 5Y | +335.1% | -24.0% | +359.2% | +326.6% |
| All | +1,144.3% | +193.6% | +950.7% | +611.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling