-46.7%
CPB vs CGNX
+193.6%
-240.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | +0.2% |
| 7D | -1.8% | +3.2% | -4.9% | -1.9% |
| 30D | -7.1% | +6.0% | -13.1% | -7.3% |
| 3M | -6.0% | +3.5% | -9.6% | -6.3% |
| 6M | -5.3% | +26.3% | -31.6% | -6.4% |
| YTD | -20.8% | +79.2% | -100.1% | -23.2% |
| 1Y | -33.8% | +43.8% | -77.6% | -35.3% |
| 3Y | -43.7% | +52.0% | -95.7% | -45.7% |
| 5Y | -40.7% | -24.0% | -16.7% | -40.7% |
| All | -46.7% | +193.6% | -240.3% | -57.0% |
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