+409.4%
GE vs CGNX
-25.4%
+434.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -1.1% |
| 7D | -4.0% | +3.2% | -7.2% | -4.7% |
| 30D | -11.4% | +6.0% | -17.4% | -12.7% |
| 3M | -2.6% | +3.5% | -6.2% | -3.9% |
| 6M | -0.3% | +26.3% | -26.6% | -6.2% |
| YTD | +5.4% | +79.2% | -73.9% | -10.3% |
| 1Y | +15.5% | +43.8% | -28.3% | +3.3% |
| 3Y | +260.8% | +52.0% | +208.8% | +202.0% |
| All | +409.4% | -25.4% | +434.8% | +362.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling