+20,084.6%
CPRT vs CGNX
+2,560.9%
+17,523.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | -8.4% | +1.5% | -9.9% | -8.7% |
| 30D | +4.6% | -1.8% | +6.4% | +4.8% |
| 3M | -1.9% | +5.3% | -7.2% | -3.6% |
| 6M | -15.3% | +22.3% | -37.6% | -19.2% |
| YTD | -21.5% | +72.2% | -93.6% | -30.8% |
| 1Y | -36.6% | +39.8% | -76.5% | -42.4% |
| 3Y | -31.2% | +44.8% | -76.0% | -39.6% |
| 5Y | -14.1% | -27.0% | +12.9% | -15.9% |
| 10Y | +391.9% | +177.7% | +214.2% | +278.7% |
| All | +20,084.6% | +2,560.9% | +17,523.7% | +11,708.7% |
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