+7,458.2%
CI vs CGNX
+12,871.6%
-5,413.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.6% |
| 7D | -0.1% | +3.2% | -3.2% | -0.5% |
| 30D | +1.8% | +6.0% | -4.2% | +0.9% |
| 3M | -4.2% | +3.5% | -7.8% | -5.2% |
| 6M | +8.8% | +26.3% | -17.4% | +4.6% |
| YTD | +3.7% | +79.2% | -75.5% | -5.7% |
| 1Y | -6.1% | +43.8% | -49.9% | -12.3% |
| 3Y | +4.5% | +52.0% | -47.5% | -5.5% |
| 5Y | +50.5% | -24.0% | +74.6% | +46.4% |
| 10Y | +143.2% | +189.1% | -45.9% | +94.7% |
| All | +7,458.2% | +12,871.6% | -5,413.4% | +3,779.3% |
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