+13,508.9%
GOOGL vs CGNX
+1,078.3%
+12,430.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.3% | +0.7% |
| 7D | 0.0% | +3.2% | -3.2% | -0.8% |
| 30D | -1.4% | +6.0% | -7.4% | -3.3% |
| 3M | -5.3% | +3.5% | -8.9% | -7.1% |
| 6M | +9.8% | +26.3% | -16.5% | +1.4% |
| YTD | +8.4% | +79.2% | -70.9% | -11.6% |
| 1Y | +41.2% | +43.8% | -2.6% | +21.5% |
| 3Y | +149.6% | +52.0% | +97.6% | +101.6% |
| 5Y | +142.6% | -24.0% | +166.6% | +134.9% |
| 10Y | +766.8% | +189.1% | +577.7% | +448.1% |
| All | +13,508.9% | +1,078.3% | +12,430.6% | +4,674.3% |
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