+225.0%
CP vs CGNX
+193.6%
+31.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | -0.5% |
| 7D | -2.6% | +3.2% | -5.8% | -3.3% |
| 30D | -3.7% | +6.0% | -9.7% | -5.3% |
| 3M | +0.1% | +3.5% | -3.4% | -1.7% |
| 6M | +7.8% | +26.3% | -18.4% | +0.2% |
| YTD | +21.7% | +79.2% | -57.5% | +1.2% |
| 1Y | +18.6% | +43.8% | -25.2% | +3.5% |
| 3Y | +17.5% | +52.0% | -34.4% | -3.2% |
| 5Y | +35.4% | -24.0% | +59.4% | +32.0% |
| All | +225.0% | +193.6% | +31.4% | +113.0% |
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