+851.8%
GLW vs CGNX
+193.6%
+658.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.1% | -2.1% | +0.3% |
| 7D | +7.8% | +3.2% | +4.7% | +6.4% |
| 30D | -0.4% | +6.0% | -6.4% | -2.7% |
| 3M | -5.6% | +3.5% | -9.1% | -5.9% |
| 6M | +26.7% | +26.3% | +0.4% | +18.1% |
| YTD | +91.0% | +79.2% | +11.8% | +51.4% |
| 1Y | +122.4% | +43.8% | +78.6% | +90.4% |
| 3Y | +471.0% | +52.0% | +419.0% | +350.3% |
| 5Y | +385.6% | -24.0% | +409.7% | +390.6% |
| All | +851.8% | +193.6% | +658.2% | +432.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling