+413.7%
JBL vs CGNX
-25.4%
+439.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.1% | +0.9% | +3.6% |
| 7D | +2.4% | +3.2% | -0.7% | +1.3% |
| 30D | -13.1% | +6.0% | -19.1% | -14.9% |
| 3M | -15.6% | +3.5% | -19.1% | -16.7% |
| 6M | +24.6% | +26.3% | -1.7% | +15.2% |
| YTD | +39.6% | +79.2% | -39.6% | +10.5% |
| 1Y | +48.6% | +43.8% | +4.8% | +26.9% |
| 3Y | +197.3% | +52.0% | +145.3% | +134.0% |
| All | +413.7% | -25.4% | +439.1% | +379.6% |
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 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