+19,339.2%
CMI vs CGNX
+12,871.6%
+6,467.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.1% | -2.9% | +0.3% |
| 7D | -0.7% | +3.2% | -3.9% | -1.4% |
| 30D | -12.4% | +6.0% | -18.4% | -13.6% |
| 3M | -14.8% | +3.5% | -18.3% | -15.7% |
| 6M | +0.8% | +26.3% | -25.5% | -4.5% |
| YTD | +10.2% | +79.2% | -69.1% | -4.8% |
| 1Y | +37.4% | +43.8% | -6.4% | +23.9% |
| 3Y | +153.3% | +52.0% | +101.3% | +119.3% |
| 5Y | +167.6% | -24.0% | +191.6% | +162.4% |
| 10Y | +514.4% | +189.1% | +325.3% | +334.9% |
| All | +19,339.2% | +12,871.6% | +6,467.6% | +7,196.5% |
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