+1,515.8%
CCJ vs CGNX
+1,285.0%
+230.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -1.6% |
| 7D | -4.0% | +3.2% | -7.2% | -4.7% |
| 30D | -2.4% | +6.0% | -8.4% | -3.6% |
| 3M | -2.3% | +3.5% | -5.9% | -3.4% |
| 6M | -16.2% | +26.3% | -42.5% | -20.3% |
| YTD | +5.7% | +79.2% | -73.6% | -7.8% |
| 1Y | +21.3% | +43.8% | -22.5% | +10.0% |
| 3Y | +159.4% | +52.0% | +107.4% | +127.3% |
| 5Y | +300.7% | -24.0% | +324.7% | +297.5% |
| 10Y | +1,055.2% | +189.1% | +866.1% | +757.9% |
| All | +1,515.8% | +1,285.0% | +230.8% | +715.5% |
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