+583.2%
F vs CGNX
+12,871.6%
-12,288.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | -0.1% |
| 7D | -4.4% | +3.2% | -7.6% | -5.0% |
| 30D | +1.0% | +6.0% | -5.0% | -0.2% |
| 3M | -4.0% | +3.5% | -7.5% | -5.2% |
| 6M | +18.1% | +26.3% | -8.2% | +12.1% |
| YTD | +10.2% | +79.2% | -69.1% | -3.3% |
| 1Y | +24.3% | +43.8% | -19.5% | +13.2% |
| 3Y | +38.1% | +52.0% | -13.9% | +22.1% |
| 5Y | +50.2% | -24.0% | +74.3% | +48.8% |
| 10Y | +91.2% | +189.1% | -97.8% | +47.0% |
| All | +583.2% | +12,871.6% | -12,288.4% | +219.1% |
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