+6,046.1%
CRH vs CGNX
+12,871.6%
-6,825.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | +0.4% |
| 7D | -6.1% | +3.2% | -9.2% | -6.5% |
| 30D | -9.3% | +6.0% | -15.3% | -10.1% |
| 3M | -15.2% | +3.5% | -18.7% | -16.0% |
| 6M | -14.2% | +26.3% | -40.5% | -17.6% |
| YTD | -28.3% | +79.2% | -107.5% | -35.3% |
| 1Y | -21.8% | +43.8% | -65.6% | -27.5% |
| 3Y | +71.6% | +52.0% | +19.7% | +55.5% |
| 5Y | +96.6% | -24.0% | +120.7% | +93.9% |
| 10Y | +253.8% | +189.1% | +64.8% | +189.5% |
| All | +6,046.1% | +12,871.6% | -6,825.6% | +4,091.3% |
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