+225.5%
HOOD vs CGNX
-26.5%
+252.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -9.1% | +1.5% | -10.6% | -9.8% |
| 30D | +20.1% | -1.8% | +21.9% | +20.8% |
| 3M | +31.2% | +5.3% | +26.0% | +25.7% |
| 6M | +44.3% | +22.3% | +22.0% | +27.4% |
| YTD | +0.2% | +72.2% | -72.0% | -32.1% |
| 1Y | -3.5% | +39.8% | -43.4% | -26.1% |
| 3Y | +955.2% | +44.8% | +910.4% | +613.6% |
| 5Y | +175.3% | -27.0% | +202.3% | +181.2% |
| All | +225.5% | -26.5% | +252.0% | +233.0% |
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