+151.7%
HYG vs CGNX
+1,345.3%
-1,193.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.4% |
| 7D | -0.7% | +3.2% | -3.9% | -1.0% |
| 30D | -0.7% | +6.0% | -6.7% | -1.4% |
| 3M | -0.2% | +3.5% | -3.7% | -0.9% |
| 6M | +1.4% | +26.3% | -24.9% | -1.4% |
| YTD | +1.5% | +79.2% | -77.8% | -5.5% |
| 1Y | +2.9% | +43.8% | -40.9% | -2.3% |
| 3Y | +25.6% | +52.0% | -26.3% | +16.5% |
| 5Y | +18.6% | -24.0% | +42.6% | +16.5% |
| 10Y | +55.7% | +189.1% | -133.3% | +28.5% |
| All | +151.7% | +1,345.3% | -1,193.5% | +61.0% |
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