+891.7%
DD vs CGNX
+12,871.6%
-11,980.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -1.0% |
| 7D | -3.5% | +3.2% | -6.7% | -4.1% |
| 30D | -11.7% | +6.0% | -17.7% | -12.7% |
| 3M | -9.2% | +3.5% | -12.8% | -10.3% |
| 6M | -7.2% | +26.3% | -33.5% | -11.8% |
| YTD | +6.6% | +79.2% | -72.6% | -6.8% |
| 1Y | +32.0% | +43.8% | -11.8% | +19.8% |
| 3Y | +42.1% | +52.0% | -9.8% | +25.2% |
| 5Y | +58.1% | -24.0% | +82.1% | +55.6% |
| 10Y | +65.3% | +189.1% | -123.8% | +27.2% |
| All | +891.7% | +12,871.6% | -11,980.0% | +331.7% |
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