+1,638.0%
CGNX vs CNI
+6,516.9%
-4,878.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.2% | +3.5% |
| 7D | +3.2% | -0.4% | +3.5% | +3.4% |
| 30D | +6.0% | -2.7% | +8.7% | +7.8% |
| 3M | +3.5% | +3.9% | -0.4% | +0.6% |
| 6M | +26.3% | +16.4% | +9.9% | +13.9% |
| YTD | +79.2% | +25.8% | +53.4% | +53.7% |
| 1Y | +43.8% | +32.4% | +11.4% | +18.9% |
| 3Y | +52.0% | +19.1% | +32.9% | +33.9% |
| 5Y | -24.0% | +13.6% | -37.6% | -31.2% |
| 10Y | +189.1% | +136.8% | +52.3% | +67.7% |
| All | +1,638.0% | +6,516.9% | -4,878.8% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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