+670.7%
CLF vs CGNX
+12,397.0%
-11,726.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -2.7% | +3.2% | -5.9% | -3.4% |
| 30D | -3.2% | -3.7% | +0.5% | -2.3% |
| 3M | -5.0% | +1.0% | -6.0% | -5.7% |
| 6M | +26.6% | +22.1% | +4.5% | +19.7% |
| YTD | -9.0% | +72.7% | -81.6% | -24.1% |
| 1Y | +11.8% | +40.4% | -28.5% | -1.6% |
| 3Y | -15.1% | +45.2% | -60.3% | -27.0% |
| 5Y | -48.2% | -26.7% | -21.5% | -47.8% |
| 10Y | +127.6% | +178.5% | -50.9% | +69.5% |
| All | +670.7% | +12,397.0% | -11,726.2% | +249.8% |
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