+32,973.7%
CTSH vs CGNX
+1,869.8%
+31,103.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.2% | +1.5% |
| 7D | -3.7% | +3.2% | -6.9% | -4.7% |
| 30D | +3.7% | +6.0% | -2.3% | +1.3% |
| 3M | +17.9% | +3.5% | +14.4% | +13.9% |
| 6M | -2.6% | +26.3% | -28.9% | -13.2% |
| YTD | -26.4% | +79.2% | -105.6% | -44.4% |
| 1Y | -13.0% | +43.8% | -56.8% | -29.9% |
| 3Y | -11.2% | +52.0% | -63.2% | -33.9% |
| 5Y | -14.3% | -24.0% | +9.8% | -20.8% |
| 10Y | +24.8% | +189.1% | -164.3% | -35.0% |
| All | +32,973.7% | +1,869.8% | +31,103.9% | +5,350.0% |
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