+1,786.2%
CNP vs CGNX
+12,360.6%
-10,574.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -2.2% | +1.5% | -3.6% | -2.3% |
| 30D | -2.1% | -1.8% | -0.3% | -2.0% |
| 3M | -7.9% | +5.3% | -13.2% | -8.6% |
| 6M | -8.3% | +22.3% | -30.6% | -10.4% |
| YTD | +3.8% | +72.2% | -68.4% | -2.1% |
| 1Y | +5.9% | +39.8% | -34.0% | +1.3% |
| 3Y | +49.3% | +44.8% | +4.5% | +40.3% |
| 5Y | +69.3% | -27.0% | +96.3% | +66.9% |
| 10Y | +136.0% | +177.7% | -41.7% | +106.1% |
| All | +1,786.2% | +12,360.6% | -10,574.4% | +1,176.5% |
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