+34,147.2%
LOW vs CGNX
+12,871.6%
+21,275.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -0.6% |
| 7D | -3.7% | +3.2% | -6.9% | -4.3% |
| 30D | -8.9% | +6.0% | -14.9% | -10.0% |
| 3M | -10.4% | +3.5% | -14.0% | -11.6% |
| 6M | -19.4% | +26.3% | -45.7% | -23.6% |
| YTD | -17.1% | +79.2% | -96.4% | -27.3% |
| 1Y | -26.3% | +43.8% | -70.1% | -33.1% |
| 3Y | -9.9% | +52.0% | -61.8% | -21.0% |
| 5Y | +6.1% | -24.0% | +30.2% | +3.8% |
| 10Y | +230.8% | +189.1% | +41.8% | +150.5% |
| All | +34,147.2% | +12,871.6% | +21,275.6% | +11,015.5% |
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