+6,636.0%
CME vs CGNX
+1,519.2%
+5,116.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -2.4% | +1.5% | -3.9% | -2.7% |
| 30D | +6.2% | -1.8% | +8.0% | +6.4% |
| 3M | +4.4% | +5.3% | -0.9% | +2.0% |
| 6M | -9.6% | +22.3% | -31.9% | -15.6% |
| YTD | +3.8% | +72.2% | -68.4% | -12.5% |
| 1Y | +9.5% | +39.8% | -30.3% | -3.9% |
| 3Y | +51.9% | +44.8% | +7.1% | +24.7% |
| 5Y | +78.7% | -27.0% | +105.7% | +71.0% |
| 10Y | +279.7% | +177.7% | +102.0% | +117.0% |
| All | +6,636.0% | +1,519.2% | +5,116.9% | +1,671.5% |
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