+316.5%
CHTR vs CGNX
+1,556.2%
-1,239.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.4% | +2.9% |
| 7D | -4.1% | +3.2% | -7.3% | -4.7% |
| 30D | -3.0% | +6.0% | -9.0% | -4.3% |
| 3M | +4.8% | +3.5% | +1.2% | +3.0% |
| 6M | -35.0% | +26.3% | -61.3% | -39.1% |
| YTD | -30.2% | +79.2% | -109.4% | -40.4% |
| 1Y | -44.8% | +43.8% | -88.6% | -50.8% |
| 3Y | -66.6% | +52.0% | -118.5% | -71.5% |
| 5Y | -81.5% | -24.0% | -57.4% | -82.2% |
| 10Y | -44.8% | +189.1% | -233.9% | -62.5% |
| All | +316.5% | +1,556.2% | -1,239.7% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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