+1,094.4%
CGNX vs BTG
+373.5%
+720.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.4% | +3.7% | +4.1% |
| 7D | +3.2% | -3.8% | +6.9% | +3.4% |
| 30D | +6.0% | +3.6% | +2.4% | +5.7% |
| 3M | +3.5% | +32.0% | -28.5% | +1.7% |
| 6M | +26.3% | +3.4% | +22.9% | +25.5% |
| YTD | +79.2% | +20.8% | +58.5% | +75.9% |
| 1Y | +43.8% | +22.4% | +21.4% | +40.7% |
| 3Y | +52.0% | +91.7% | -39.8% | +44.0% |
| 5Y | -24.0% | +79.0% | -103.0% | -28.1% |
| 10Y | +189.1% | +152.6% | +36.5% | +166.0% |
| All | +1,094.4% | +373.5% | +720.8% | +1,124.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling