+396.0%
HPE vs CGNX
-25.4%
+421.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +4.1% | +8.3% | +11.2% |
| 7D | +19.4% | +3.2% | +16.2% | +18.4% |
| 30D | +5.6% | +6.0% | -0.4% | +3.8% |
| 3M | +33.1% | +3.5% | +29.5% | +31.2% |
| 6M | +192.5% | +26.3% | +166.2% | +172.9% |
| YTD | +160.9% | +79.2% | +81.7% | +112.1% |
| 1Y | +155.0% | +43.8% | +111.2% | +121.6% |
| 3Y | +289.4% | +52.0% | +237.5% | +213.9% |
| All | +396.0% | -25.4% | +421.4% | +319.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling