+2,245.2%
D vs CGNX
+12,397.0%
-10,151.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.7% |
| 7D | -0.4% | +3.2% | -3.7% | -0.7% |
| 30D | -2.1% | -3.7% | +1.7% | -1.9% |
| 3M | -0.7% | +1.0% | -1.8% | -1.1% |
| 6M | +5.6% | +22.1% | -16.5% | +3.7% |
| YTD | +14.6% | +72.7% | -58.1% | +9.3% |
| 1Y | +15.3% | +40.4% | -25.0% | +11.4% |
| 3Y | +59.1% | +45.2% | +13.9% | +51.5% |
| 5Y | +3.9% | -26.7% | +30.6% | +2.6% |
| 10Y | +38.5% | +178.5% | -140.0% | +23.6% |
| All | +2,245.2% | +12,397.0% | -10,151.7% | +1,580.9% |
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