+9,034.5%
ITW vs CGNX
+12,871.6%
-3,837.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.0% | +0.4% |
| 7D | -0.7% | +3.2% | -3.9% | -1.2% |
| 30D | -8.3% | +6.0% | -14.3% | -9.3% |
| 3M | +6.0% | +3.5% | +2.5% | +4.9% |
| 6M | 0.0% | +26.3% | -26.3% | -4.7% |
| YTD | +10.2% | +79.2% | -69.0% | -2.1% |
| 1Y | +3.2% | +43.8% | -40.6% | -5.4% |
| 3Y | +21.0% | +52.0% | -31.0% | +7.5% |
| 5Y | +37.9% | -24.0% | +62.0% | +35.1% |
| 10Y | +193.2% | +189.1% | +4.1% | +128.4% |
| All | +9,034.5% | +12,871.6% | -3,837.1% | +4,295.6% |
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