-18.0%
CPB vs CGNX
+31.4%
-49.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -8.7% | +14.6% | +4.9% |
| 7D | +13.0% | -9.2% | +22.2% | +11.8% |
| 30D | +20.5% | -17.6% | +38.1% | +18.6% |
| 3M | +2.2% | -25.7% | +27.9% | +0.1% |
| 6M | +15.4% | -5.5% | +20.9% | +14.4% |
| YTD | -12.3% | +48.1% | -60.4% | -12.7% |
| 1Y | -18.0% | +33.5% | -51.5% | -17.5% |
| All | -18.0% | +31.4% | -49.4% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling