+185.8%
CGNX vs BUD
-22.3%
+208.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.7% | +3.4% | +3.8% |
| 7D | +3.2% | -2.6% | +5.8% | +4.1% |
| 30D | +6.0% | -1.2% | +7.2% | +6.3% |
| 3M | +3.5% | -4.9% | +8.5% | +4.9% |
| 6M | +26.3% | +9.3% | +17.0% | +21.4% |
| YTD | +79.2% | +24.0% | +55.3% | +65.6% |
| 1Y | +43.8% | +34.5% | +9.3% | +28.9% |
| 3Y | +52.0% | +43.7% | +8.3% | +27.8% |
| 5Y | -24.0% | +46.0% | -70.1% | -37.6% |
| All | +185.8% | -22.3% | +208.1% | +174.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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