+354.9%
CFG vs CGNX
+220.4%
+134.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -1.7% | +1.5% | -3.2% | -2.2% |
| 30D | -4.6% | -1.8% | -2.8% | -4.3% |
| 3M | +7.9% | +5.3% | +2.6% | +4.8% |
| 6M | +19.9% | +22.3% | -2.4% | +9.9% |
| YTD | +21.7% | +72.2% | -50.5% | -4.4% |
| 1Y | +38.4% | +39.8% | -1.4% | +16.0% |
| 3Y | +187.0% | +44.8% | +142.2% | +127.4% |
| 5Y | +99.5% | -27.0% | +126.6% | +94.6% |
| 10Y | +308.3% | +177.7% | +130.6% | +145.9% |
| All | +354.9% | +220.4% | +134.5% | +153.7% |
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