+185.8%
CGNX vs BTG
+159.3%
+26.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.4% | +3.7% | +4.1% |
| 7D | +3.2% | -3.8% | +6.9% | +3.5% |
| 30D | +6.0% | +3.6% | +2.4% | +5.6% |
| 3M | +3.5% | +32.0% | -28.5% | +0.8% |
| 6M | +26.3% | +3.4% | +22.9% | +25.1% |
| YTD | +79.2% | +20.8% | +58.5% | +74.1% |
| 1Y | +43.8% | +22.4% | +21.4% | +39.0% |
| 3Y | +52.0% | +91.7% | -39.8% | +39.8% |
| 5Y | -24.0% | +79.0% | -103.0% | -30.0% |
| All | +185.8% | +159.3% | +26.5% | +174.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling