+186.8%
LQD vs CGNX
+1,965.9%
-1,779.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.1% |
| 7D | -1.1% | +3.2% | -4.3% | -1.1% |
| 30D | -1.3% | +6.0% | -7.3% | -1.4% |
| 3M | -3.2% | +3.5% | -6.7% | -3.3% |
| 6M | -2.1% | +26.3% | -28.4% | -2.4% |
| YTD | -2.4% | +79.2% | -81.6% | -3.0% |
| 1Y | -2.7% | +43.8% | -46.5% | -3.2% |
| 3Y | +14.2% | +52.0% | -37.8% | +13.3% |
| 5Y | -5.8% | -24.0% | +18.2% | -6.5% |
| 10Y | +22.2% | +189.1% | -166.9% | +22.2% |
| All | +186.8% | +1,965.9% | -1,779.1% | +197.3% |
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