+857.9%
CGNX vs CPAY
+1,532.9%
-674.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.2% | +4.1% |
| 7D | +3.2% | -2.0% | +5.1% | +4.1% |
| 30D | +6.0% | -0.4% | +6.4% | +5.9% |
| 3M | +3.5% | +16.4% | -12.8% | -4.7% |
| 6M | +26.3% | +23.5% | +2.8% | +11.8% |
| YTD | +79.2% | +35.7% | +43.6% | +47.6% |
| 1Y | +43.8% | +30.2% | +13.6% | +20.5% |
| 3Y | +52.0% | +49.7% | +2.2% | +16.5% |
| 5Y | -24.0% | +56.6% | -80.6% | -44.0% |
| 10Y | +189.1% | +153.8% | +35.3% | +62.7% |
| All | +857.9% | +1,532.9% | -674.9% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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