+2,123.1%
CMCSA vs CGNX
+12,871.6%
-10,748.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -0.6% |
| 7D | -4.9% | +3.2% | -8.0% | -5.4% |
| 30D | -1.1% | +6.0% | -7.1% | -2.3% |
| 3M | +6.6% | +3.5% | +3.0% | +5.1% |
| 6M | -15.5% | +26.3% | -41.8% | -20.0% |
| YTD | -6.7% | +79.2% | -85.9% | -18.4% |
| 1Y | -15.6% | +43.8% | -59.4% | -23.6% |
| 3Y | -33.7% | +52.0% | -85.6% | -42.1% |
| 5Y | -46.6% | -24.0% | -22.6% | -48.3% |
| 10Y | +7.1% | +189.1% | -181.9% | -21.8% |
| All | +2,123.1% | +12,871.6% | -10,748.5% | +575.1% |
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