+109.4%
INDA vs CGNX
+569.0%
-459.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | +0.1% |
| 7D | -2.7% | +3.2% | -5.8% | -3.3% |
| 30D | -2.8% | +6.0% | -8.8% | -4.1% |
| 3M | +1.6% | +3.5% | -1.9% | +0.3% |
| 6M | -1.4% | +26.3% | -27.7% | -7.0% |
| YTD | -10.1% | +79.2% | -89.4% | -22.5% |
| 1Y | -8.8% | +43.8% | -52.6% | -18.2% |
| 3Y | +7.6% | +52.0% | -44.3% | -8.3% |
| 5Y | +5.8% | -24.0% | +29.8% | +3.7% |
| 10Y | +84.0% | +189.1% | -105.1% | +22.2% |
| All | +109.4% | +569.0% | -459.6% | +3.6% |
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