+11,110.4%
JPM vs CGNX
+12,871.6%
-1,761.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | -0.1% |
| 7D | -0.7% | +3.2% | -3.8% | -1.4% |
| 30D | -2.5% | +6.0% | -8.5% | -3.9% |
| 3M | +14.1% | +3.5% | +10.6% | +12.4% |
| 6M | +25.1% | +26.3% | -1.2% | +17.3% |
| YTD | +12.1% | +79.2% | -67.1% | -4.5% |
| 1Y | +18.8% | +43.8% | -25.0% | +5.3% |
| 3Y | +163.4% | +52.0% | +111.5% | +123.6% |
| 5Y | +156.5% | -24.0% | +180.6% | +147.6% |
| 10Y | +595.1% | +189.1% | +406.0% | +381.6% |
| All | +11,110.4% | +12,871.6% | -1,761.2% | +3,255.7% |
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 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