+457.3%
CMS vs CGNX
+12,397.0%
-11,939.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.9% |
| 7D | +0.2% | +3.2% | -3.1% | -0.1% |
| 30D | -1.3% | -3.7% | +2.4% | -1.1% |
| 3M | -5.4% | +1.0% | -6.4% | -5.8% |
| 6M | -10.3% | +22.1% | -32.4% | -12.3% |
| YTD | -0.2% | +72.7% | -72.9% | -5.7% |
| 1Y | -0.9% | +40.4% | -41.2% | -5.0% |
| 3Y | +34.0% | +45.2% | -11.3% | +26.2% |
| 5Y | +23.6% | -26.7% | +50.2% | +21.8% |
| 10Y | +122.2% | +178.5% | -56.3% | +91.3% |
| All | +457.3% | +12,397.0% | -11,939.7% | +245.5% |
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