+104.1%
CCEP vs CGNX
-25.4%
+129.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.4% |
| 7D | -2.8% | +3.2% | -6.0% | -3.1% |
| 30D | -4.0% | +6.0% | -10.0% | -4.5% |
| 3M | +5.2% | +3.5% | +1.7% | +4.5% |
| 6M | +2.7% | +26.3% | -23.6% | 0.0% |
| YTD | +14.5% | +79.2% | -64.7% | +7.1% |
| 1Y | +17.2% | +43.8% | -26.6% | +11.6% |
| 3Y | +79.3% | +52.0% | +27.4% | +66.0% |
| All | +104.1% | -25.4% | +129.6% | +99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling