+226,267.4%
CSCO vs CGNX
+14,673.2%
+211,594.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.1% | +0.3% | +3.3% |
| 7D | +2.7% | +3.2% | -0.5% | +1.8% |
| 30D | -9.5% | +6.0% | -15.5% | -11.1% |
| 3M | -7.6% | +3.5% | -11.2% | -9.1% |
| 6M | +44.9% | +26.3% | +18.6% | +34.6% |
| YTD | +47.7% | +79.2% | -31.6% | +20.0% |
| 1Y | +69.1% | +43.8% | +25.3% | +44.5% |
| 3Y | +113.5% | +52.0% | +61.6% | +71.9% |
| 5Y | +122.8% | -24.0% | +146.8% | +110.9% |
| 10Y | +389.1% | +189.1% | +200.0% | +198.5% |
| All | +226,267.4% | +14,673.2% | +211,594.2% | +37,801.6% |
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