+2,313.7%
EXC vs CGNX
+12,871.6%
-10,557.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -0.9% |
| 7D | -1.1% | +3.2% | -4.3% | -1.4% |
| 30D | -3.6% | +6.0% | -9.6% | -4.2% |
| 3M | -4.3% | +3.5% | -7.8% | -4.9% |
| 6M | -9.9% | +26.3% | -36.2% | -12.3% |
| YTD | +1.8% | +79.2% | -77.5% | -4.1% |
| 1Y | +2.9% | +43.8% | -40.9% | -1.6% |
| 3Y | +19.1% | +52.0% | -32.8% | +11.6% |
| 5Y | +44.8% | -24.0% | +68.9% | +42.5% |
| 10Y | +157.6% | +189.1% | -31.5% | +125.3% |
| All | +2,313.7% | +12,871.6% | -10,557.9% | +1,485.0% |
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