+5,370.7%
GRMN vs CGNX
+1,733.9%
+3,636.8%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.1% | +0.1% | +3.1% |
| 7D | +2.4% | +3.2% | -0.7% | +1.6% |
| 30D | -8.5% | +6.0% | -14.5% | -10.0% |
| 3M | +19.5% | +3.5% | +15.9% | +17.0% |
| 6M | +21.2% | +26.3% | -5.1% | +11.9% |
| YTD | +41.0% | +79.2% | -38.2% | +15.1% |
| 1Y | +19.6% | +43.8% | -24.2% | +3.1% |
| 3Y | +183.8% | +52.0% | +131.8% | +131.2% |
| 5Y | +83.0% | -24.0% | +107.1% | +77.2% |
| 10Y | +675.8% | +189.1% | +486.7% | +384.5% |
| All | +5,370.7% | +1,733.9% | +3,636.8% | +1,664.8% |
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 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