+56.1%
CDE vs CGNX
+193.6%
-137.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.1% | -2.9% | -0.4% |
| 7D | -3.1% | +3.2% | -6.3% | -4.3% |
| 30D | +9.5% | +6.0% | +3.5% | +6.7% |
| 3M | +25.5% | +3.5% | +21.9% | +22.9% |
| 6M | -7.9% | +26.3% | -34.2% | -15.8% |
| YTD | +15.6% | +79.2% | -63.7% | -11.6% |
| 1Y | +34.0% | +43.8% | -9.7% | +10.8% |
| 3Y | +791.9% | +52.0% | +740.0% | +592.7% |
| 5Y | +197.7% | -24.0% | +221.8% | +187.1% |
| All | +56.1% | +193.6% | -137.5% | -7.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling