+1,359.8%
CGNX vs BR
+1,278.7%
+81.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.3% | +4.4% | +4.3% |
| 7D | +3.2% | -3.0% | +6.1% | +5.0% |
| 30D | +6.0% | -0.3% | +6.3% | +5.6% |
| 3M | +3.5% | +17.3% | -13.8% | -8.2% |
| 6M | +26.3% | -6.7% | +33.0% | +27.8% |
| YTD | +79.2% | -23.4% | +102.7% | +103.4% |
| 1Y | +43.8% | -32.7% | +76.5% | +76.7% |
| 3Y | +52.0% | -5.9% | +57.9% | +47.4% |
| 5Y | -24.0% | +8.4% | -32.5% | -33.9% |
| 10Y | +189.1% | +189.2% | -0.1% | +33.9% |
| All | +1,359.8% | +1,278.7% | +81.1% | +162.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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