+7,309.7%
CP vs CGNX
+12,360.6%
-5,050.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -2.7% | +1.5% | -4.2% | -2.9% |
| 30D | -3.4% | -1.8% | -1.6% | -3.2% |
| 3M | -0.6% | +5.3% | -5.9% | -2.0% |
| 6M | +6.3% | +22.3% | -16.0% | +2.2% |
| YTD | +21.2% | +72.2% | -51.0% | +9.2% |
| 1Y | +20.0% | +39.8% | -19.8% | +11.1% |
| 3Y | +18.7% | +44.8% | -26.1% | +7.1% |
| 5Y | +34.8% | -27.0% | +61.8% | +32.7% |
| 10Y | +228.8% | +177.7% | +51.1% | +160.9% |
| All | +7,309.7% | +12,360.6% | -5,050.9% | +3,723.4% |
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