+767.6%
CCL vs CGNX
+12,360.6%
-11,593.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -4.3% | +1.5% | -5.8% | -4.6% |
| 30D | -19.0% | -1.8% | -17.2% | -18.8% |
| 3M | -13.1% | +5.3% | -18.4% | -14.6% |
| 6M | -13.3% | +22.3% | -35.6% | -17.6% |
| YTD | -25.2% | +72.2% | -97.4% | -35.5% |
| 1Y | -27.2% | +39.8% | -67.0% | -34.5% |
| 3Y | +49.2% | +44.8% | +4.4% | +31.2% |
| 5Y | +0.4% | -27.0% | +27.4% | +2.3% |
| 10Y | -42.3% | +177.7% | -220.0% | -55.6% |
| All | +767.6% | +12,360.6% | -11,593.0% | +169.5% |
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