+415.5%
CNQ vs CGNX
+193.6%
+221.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.7% | -1.5% |
| 7D | +0.1% | +3.2% | -3.0% | -0.7% |
| 30D | +6.2% | +6.0% | +0.2% | +4.5% |
| 3M | +12.4% | +3.5% | +8.8% | +10.1% |
| 6M | +9.0% | +26.3% | -17.3% | +0.3% |
| YTD | +52.2% | +79.2% | -27.0% | +23.6% |
| 1Y | +65.0% | +43.8% | +21.2% | +41.5% |
| 3Y | +78.8% | +52.0% | +26.9% | +42.8% |
| 5Y | +286.0% | -24.0% | +310.0% | +275.1% |
| All | +415.5% | +193.6% | +221.9% | +228.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling