+23,023.2%
CTAS vs CGNX
+12,360.6%
+10,662.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -1.3% | +1.5% | -2.8% | -1.6% |
| 30D | -3.1% | -1.8% | -1.3% | -3.0% |
| 3M | +10.3% | +5.3% | +5.0% | +8.2% |
| 6M | +1.6% | +22.3% | -20.7% | -3.5% |
| YTD | +6.3% | +72.2% | -65.9% | -6.9% |
| 1Y | -0.5% | +39.8% | -40.3% | -10.0% |
| 3Y | +64.6% | +44.8% | +19.8% | +43.5% |
| 5Y | +106.0% | -27.0% | +133.0% | +100.9% |
| 10Y | +677.5% | +177.7% | +499.8% | +483.1% |
| All | +23,023.2% | +12,360.6% | +10,662.6% | +9,293.2% |
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