+6,741.8%
CCEP vs CGNX
+12,397.0%
-5,655.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.5% |
| 7D | -3.7% | +3.2% | -6.9% | -4.0% |
| 30D | -2.1% | -3.7% | +1.6% | -1.8% |
| 3M | +7.2% | +1.0% | +6.1% | +6.6% |
| 6M | +3.3% | +22.1% | -18.8% | +0.4% |
| YTD | +15.7% | +72.7% | -57.0% | +7.7% |
| 1Y | +16.6% | +40.4% | -23.8% | +10.4% |
| 3Y | +84.3% | +45.2% | +39.0% | +70.6% |
| 5Y | +109.0% | -26.7% | +135.7% | +105.7% |
| 10Y | +238.1% | +178.5% | +59.6% | +183.2% |
| All | +6,741.8% | +12,397.0% | -5,655.2% | +3,201.4% |
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