+4,830.4%
CL vs CGNX
+12,469.7%
-7,639.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.4% | +3.6% | -4.9% | -1.6% |
| 30D | -5.2% | -6.8% | +1.6% | -4.8% |
| 3M | +3.3% | -0.1% | +3.4% | +3.0% |
| 6M | -4.4% | +26.2% | -30.6% | -6.3% |
| YTD | +13.9% | +73.7% | -59.8% | +8.8% |
| 1Y | +7.6% | +40.4% | -32.8% | +4.0% |
| 3Y | +29.6% | +46.1% | -16.5% | +23.2% |
| 5Y | +28.1% | -25.6% | +53.7% | +26.4% |
| 10Y | +53.4% | +171.3% | -117.9% | +35.9% |
| All | +4,830.4% | +12,469.7% | -7,639.3% | +2,748.9% |
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