+893.1%
CCI vs CGNX
+1,759.6%
-866.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.7% | +1.3% |
| 7D | -0.3% | +3.2% | -3.4% | -1.1% |
| 30D | +2.2% | +6.0% | -3.8% | +0.5% |
| 3M | -16.9% | +3.5% | -20.4% | -18.8% |
| 6M | -11.5% | +26.3% | -37.8% | -18.7% |
| YTD | -12.8% | +79.2% | -92.1% | -28.4% |
| 1Y | -17.1% | +43.8% | -60.9% | -28.5% |
| 3Y | -9.6% | +52.0% | -61.6% | -27.2% |
| 5Y | -48.9% | -24.0% | -24.9% | -51.7% |
| 10Y | +23.2% | +189.1% | -165.9% | -28.2% |
| All | +893.1% | +1,759.6% | -866.5% | +116.8% |
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