+25,859.6%
CAT vs CGNX
+12,397.0%
+13,462.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.7% |
| 7D | +2.9% | +3.2% | -0.3% | +2.3% |
| 30D | -2.6% | -3.7% | +1.1% | -2.0% |
| 3M | -10.7% | +1.0% | -11.7% | -10.8% |
| 6M | +16.1% | +22.1% | -5.9% | +11.7% |
| YTD | +43.2% | +72.7% | -29.5% | +27.1% |
| 1Y | +96.8% | +40.4% | +56.4% | +81.1% |
| 3Y | +201.4% | +45.2% | +156.1% | +170.6% |
| 5Y | +332.7% | -26.7% | +359.3% | +331.4% |
| 10Y | +1,157.1% | +178.5% | +978.6% | +868.5% |
| All | +25,859.6% | +12,397.0% | +13,462.7% | +10,077.0% |
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