+16.1%
JPM vs CGNX
+31.4%
-15.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -8.7% | +12.9% | +4.5% |
| 7D | +3.8% | -9.2% | +13.0% | +4.1% |
| 30D | +6.5% | -17.6% | +24.0% | +7.3% |
| 3M | -1.0% | -25.7% | +24.7% | +0.2% |
| 6M | +15.5% | -5.5% | +21.0% | +15.3% |
| YTD | +11.4% | +48.1% | -36.7% | +8.1% |
| 1Y | +16.1% | +33.5% | -17.5% | +15.4% |
| All | +16.1% | +31.4% | -15.4% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling