+3,269.8%
CSGP vs CGNX
+1,280.5%
+1,989.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.3% |
| 7D | +1.3% | +4.7% | -3.3% | 0.0% |
| 30D | +2.8% | -12.7% | +15.5% | +5.7% |
| 3M | -6.3% | -18.7% | +12.4% | -2.7% |
| 6M | -3.2% | -21.2% | +18.0% | -0.5% |
| YTD | -54.0% | +39.6% | -93.5% | -61.9% |
| 1Y | -54.8% | +35.6% | -90.4% | -62.3% |
| 3Y | -60.6% | +44.7% | -105.3% | -69.5% |
| 5Y | -62.6% | -37.8% | -24.9% | -63.0% |
| 10Y | +66.3% | +95.1% | -28.8% | +7.2% |
| All | +3,269.8% | +1,280.5% | +1,989.3% | +744.3% |
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