+4,534.0%
CNC vs CGNX
+1,267.3%
+3,266.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +0.6% |
| 7D | -0.9% | +3.2% | -4.1% | -1.7% |
| 30D | -1.0% | +6.0% | -7.0% | -2.6% |
| 3M | +4.5% | +3.5% | +1.0% | +2.7% |
| 6M | +85.2% | +26.3% | +58.9% | +71.7% |
| YTD | +61.4% | +79.2% | -17.8% | +33.1% |
| 1Y | +94.9% | +43.8% | +51.1% | +69.2% |
| 3Y | 0.0% | +52.0% | -52.0% | -18.9% |
| 5Y | +11.2% | -24.0% | +35.2% | +5.2% |
| 10Y | +98.7% | +189.1% | -90.4% | +16.9% |
| All | +4,534.0% | +1,267.3% | +3,266.6% | +1,153.4% |
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