+3,194.7%
CSGP vs CGNX
+1,327.7%
+1,867.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.7% |
| 7D | -7.1% | -2.5% | -4.6% | -6.6% |
| 30D | +3.6% | -16.3% | +20.0% | +7.8% |
| 3M | -2.7% | -17.7% | +14.9% | +0.7% |
| 6M | -8.0% | -22.9% | +14.8% | -4.9% |
| YTD | -55.0% | +44.4% | -99.3% | -63.0% |
| 1Y | -55.8% | +35.6% | -91.3% | -63.0% |
| 3Y | -62.0% | +45.4% | -107.4% | -70.6% |
| 5Y | -62.9% | -33.4% | -29.5% | -64.0% |
| 10Y | +62.6% | +101.8% | -39.2% | +3.8% |
| All | +3,194.7% | +1,327.7% | +1,867.0% | +717.8% |
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