+2,223.7%
CLX vs CGNX
+12,360.6%
-10,136.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.9% |
| 7D | -5.9% | +1.5% | -7.3% | -5.9% |
| 30D | -17.0% | -1.8% | -15.3% | -17.0% |
| 3M | -9.6% | +5.3% | -14.8% | -10.1% |
| 6M | -21.5% | +22.3% | -43.8% | -22.8% |
| YTD | -8.8% | +72.2% | -81.0% | -12.6% |
| 1Y | -24.7% | +39.8% | -64.5% | -27.0% |
| 3Y | -35.6% | +44.8% | -80.5% | -38.5% |
| 5Y | -37.6% | -27.0% | -10.6% | -38.3% |
| 10Y | -2.4% | +177.7% | -180.1% | -13.1% |
| All | +2,223.7% | +12,360.6% | -10,136.9% | +1,299.2% |
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