+1,884.6%
CGNX vs BUD
+192.2%
+1,692.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.4% |
| 7D | +3.2% | -1.3% | +4.5% | +3.8% |
| 30D | -3.7% | -6.1% | +2.4% | -1.1% |
| 3M | +1.0% | -3.8% | +4.8% | +2.1% |
| 6M | +22.1% | +8.2% | +13.9% | +16.7% |
| YTD | +72.7% | +23.6% | +49.1% | +56.2% |
| 1Y | +40.4% | +33.4% | +6.9% | +22.4% |
| 3Y | +45.2% | +45.3% | -0.1% | +16.2% |
| 5Y | -26.7% | +44.3% | -70.9% | -42.4% |
| 10Y | +178.5% | -22.8% | +201.3% | +183.3% |
| All | +1,884.6% | +192.2% | +1,692.4% | +768.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling