+1,500.5%
CIEN vs CGNX
+193.6%
+1,306.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.1% | +0.4% | +2.8% |
| 7D | +8.9% | +3.2% | +5.7% | +7.5% |
| 30D | -19.1% | +6.0% | -25.1% | -21.0% |
| 3M | -21.5% | +3.5% | -25.0% | -22.4% |
| 6M | +2.8% | +26.3% | -23.5% | -5.5% |
| YTD | +49.5% | +79.2% | -29.8% | +15.8% |
| 1Y | +163.8% | +43.8% | +120.0% | +121.7% |
| 3Y | +615.8% | +52.0% | +563.9% | +459.2% |
| 5Y | +548.4% | -24.0% | +572.4% | +546.0% |
| All | +1,500.5% | +193.6% | +1,306.8% | +569.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling