+4,013.6%
CMG vs CGNX
+1,034.4%
+2,979.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | -0.9% |
| 7D | -2.1% | +3.2% | -5.2% | -2.9% |
| 30D | +10.9% | +6.0% | +4.9% | +8.8% |
| 3M | +15.8% | +3.5% | +12.3% | +13.4% |
| 6M | +6.9% | +26.3% | -19.4% | -1.7% |
| YTD | -2.2% | +79.2% | -81.4% | -20.9% |
| 1Y | -7.1% | +43.8% | -50.9% | -19.9% |
| 3Y | -7.1% | +52.0% | -59.1% | -25.1% |
| 5Y | -4.8% | -24.0% | +19.3% | -7.7% |
| 10Y | +324.3% | +189.1% | +135.2% | +148.1% |
| All | +4,013.6% | +1,034.4% | +2,979.3% | +1,039.7% |
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