-69.3%
CPNG vs CGNX
-16.7%
-52.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.1% | -1.0% | +1.8% |
| 7D | -1.1% | +3.2% | -4.3% | -2.0% |
| 30D | -7.4% | +6.0% | -13.4% | -9.4% |
| 3M | -12.3% | +3.5% | -15.9% | -14.5% |
| 6M | -19.4% | +26.3% | -45.7% | -26.8% |
| YTD | -35.9% | +79.2% | -115.1% | -50.4% |
| 1Y | -53.4% | +43.8% | -97.2% | -61.2% |
| 3Y | -20.0% | +52.0% | -72.0% | -40.6% |
| 5Y | -49.6% | -24.0% | -25.5% | -52.0% |
| All | -69.3% | -16.7% | -52.6% | -71.5% |
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 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