+5,967.0%
CF vs CGNX
+906.6%
+5,060.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.4% | -5.6% | -3.9% |
| 7D | +6.0% | +3.0% | +3.0% | +5.1% |
| 30D | +14.8% | -11.8% | +26.7% | +18.2% |
| 3M | +14.1% | -3.6% | +17.7% | +13.5% |
| 6M | +28.5% | +17.4% | +11.1% | +19.3% |
| YTD | +74.9% | +73.7% | +1.2% | +40.7% |
| 1Y | +61.7% | +41.5% | +20.2% | +36.6% |
| 3Y | +80.3% | +34.1% | +46.2% | +46.0% |
| 5Y | +226.0% | -27.3% | +253.3% | +208.5% |
| 10Y | +569.9% | +166.6% | +403.2% | +270.0% |
| All | +5,967.0% | +906.6% | +5,060.4% | +1,300.7% |
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