+4,565.2%
CGNX vs BWA
+3,445.0%
+1,120.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.5% | +2.6% | +3.4% |
| 7D | +3.2% | -1.3% | +4.5% | +3.8% |
| 30D | +6.0% | -2.9% | +8.9% | +7.5% |
| 3M | +3.5% | -10.7% | +14.3% | +9.0% |
| 6M | +26.3% | +26.5% | -0.2% | +12.8% |
| YTD | +79.2% | +49.1% | +30.1% | +45.6% |
| 1Y | +43.8% | +52.1% | -8.3% | +15.2% |
| 3Y | +52.0% | +72.6% | -20.6% | +13.8% |
| 5Y | -24.0% | +89.4% | -113.5% | -47.3% |
| 10Y | +189.1% | +157.7% | +31.4% | +61.4% |
| All | +4,565.2% | +3,445.0% | +1,120.2% | +652.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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