+2,325.5%
JCI vs CGNX
+12,871.6%
-10,546.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -1.9% | +1.5% |
| 7D | +0.7% | +3.2% | -2.4% | +0.2% |
| 30D | -4.4% | +6.0% | -10.4% | -5.5% |
| 3M | +1.7% | +3.5% | -1.9% | +0.8% |
| 6M | +8.8% | +26.3% | -17.5% | +3.8% |
| YTD | +22.6% | +79.2% | -56.6% | +8.1% |
| 1Y | +36.2% | +43.8% | -7.6% | +24.4% |
| 3Y | +168.0% | +52.0% | +116.1% | +137.7% |
| 5Y | +113.5% | -24.0% | +137.5% | +110.8% |
| 10Y | +344.3% | +189.1% | +155.2% | +236.8% |
| All | +2,325.5% | +12,871.6% | -10,546.1% | +787.1% |
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