+18.8%
JPM vs CGNX
+45.2%
-26.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | +0.6% |
| 7D | -0.7% | +3.2% | -3.8% | -0.8% |
| 30D | -2.5% | +6.0% | -8.5% | -2.7% |
| 3M | +14.1% | +3.5% | +10.6% | +13.7% |
| 6M | +25.1% | +26.3% | -1.2% | +23.4% |
| YTD | +12.1% | +79.2% | -67.1% | +9.0% |
| 1Y | +18.8% | +43.8% | -25.0% | +15.7% |
| All | +18.8% | +45.2% | -26.3% | +15.7% |
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