+335.8%
CPB vs CGNX
+12,360.6%
-12,024.8%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.3% |
| 7D | -5.4% | +1.5% | -6.9% | -5.5% |
| 30D | -7.8% | -1.8% | -6.0% | -7.8% |
| 3M | -6.9% | +5.3% | -12.2% | -7.4% |
| 6M | -12.2% | +22.3% | -34.5% | -13.5% |
| YTD | -21.1% | +72.2% | -93.3% | -23.9% |
| 1Y | -33.5% | +39.8% | -73.3% | -35.3% |
| 3Y | -43.2% | +44.8% | -88.0% | -45.3% |
| 5Y | -40.9% | -27.0% | -13.8% | -41.5% |
| 10Y | -45.9% | +177.7% | -223.6% | -51.3% |
| All | +335.8% | +12,360.6% | -12,024.8% | +190.0% |
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 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