+1,381.3%
CGNX vs BNS
+1,486.6%
-105.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.7% | +3.4% | +3.7% |
| 7D | +3.2% | -0.4% | +3.6% | +3.4% |
| 30D | +6.0% | +3.5% | +2.5% | +3.7% |
| 3M | +3.5% | +14.1% | -10.5% | -4.6% |
| 6M | +26.3% | +33.8% | -7.5% | +5.8% |
| YTD | +79.2% | +29.5% | +49.8% | +52.3% |
| 1Y | +43.8% | +48.4% | -4.6% | +12.1% |
| 3Y | +52.0% | +129.6% | -77.6% | -10.0% |
| 5Y | -24.0% | +96.1% | -120.1% | -50.5% |
| 10Y | +189.1% | +186.2% | +2.9% | +48.4% |
| All | +1,381.3% | +1,486.6% | -105.4% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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