+2,764.4%
GE vs CGNX
+12,871.6%
-10,107.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -0.9% |
| 7D | -4.0% | +3.2% | -7.2% | -4.5% |
| 30D | -11.4% | +6.0% | -17.4% | -12.4% |
| 3M | -2.6% | +3.5% | -6.2% | -3.6% |
| 6M | -0.3% | +26.3% | -26.6% | -4.9% |
| YTD | +5.4% | +79.2% | -73.9% | -6.9% |
| 1Y | +15.5% | +43.8% | -28.3% | +5.7% |
| 3Y | +260.8% | +52.0% | +208.8% | +219.0% |
| 5Y | +421.6% | -24.0% | +445.7% | +412.5% |
| 10Y | +150.6% | +189.1% | -38.5% | +92.3% |
| All | +2,764.4% | +12,871.6% | -10,107.2% | +1,068.5% |
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