+5,820.5%
IT vs CGNX
+3,868.9%
+1,951.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.1% | +1.2% | +4.4% |
| 7D | -3.7% | +3.2% | -6.8% | -4.3% |
| 30D | +0.1% | +6.0% | -5.9% | -1.5% |
| 3M | +20.7% | +3.5% | +17.1% | +18.2% |
| 6M | +12.0% | +26.3% | -14.3% | +3.9% |
| YTD | -28.8% | +79.2% | -108.1% | -40.6% |
| 1Y | -25.5% | +43.8% | -69.3% | -35.0% |
| 3Y | -48.8% | +52.0% | -100.7% | -57.3% |
| 5Y | -42.7% | -24.0% | -18.7% | -44.8% |
| 10Y | +102.5% | +189.1% | -86.6% | +36.2% |
| All | +5,820.5% | +3,868.9% | +1,951.5% | +1,927.1% |
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