-89.7%
CDE vs CGNX
+12,871.6%
-12,961.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.1% | -2.9% | +0.5% |
| 7D | -3.1% | +3.2% | -6.3% | -3.6% |
| 30D | +9.5% | +6.0% | +3.5% | +8.2% |
| 3M | +25.5% | +3.5% | +21.9% | +24.5% |
| 6M | -7.9% | +26.3% | -34.2% | -11.4% |
| YTD | +15.6% | +79.2% | -63.7% | +2.9% |
| 1Y | +34.0% | +43.8% | -9.7% | +23.6% |
| 3Y | +791.9% | +52.0% | +740.0% | +707.1% |
| 5Y | +197.7% | -24.0% | +221.8% | +197.1% |
| 10Y | +55.0% | +189.1% | -134.1% | +26.3% |
| All | -89.7% | +12,871.6% | -12,961.3% | -93.4% |
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