+4,394.1%
LUV vs CGNX
+12,871.6%
-8,477.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.1% | -2.7% | +0.7% |
| 7D | -1.0% | +3.2% | -4.1% | -1.5% |
| 30D | -12.4% | +6.0% | -18.4% | -13.4% |
| 3M | -11.0% | +3.5% | -14.5% | -11.9% |
| 6M | -5.0% | +26.3% | -31.3% | -9.4% |
| YTD | -3.8% | +79.2% | -83.0% | -15.1% |
| 1Y | +25.9% | +43.8% | -17.9% | +15.2% |
| 3Y | +42.2% | +52.0% | -9.7% | +26.6% |
| 5Y | -10.8% | -24.0% | +13.3% | -12.1% |
| 10Y | +19.0% | +189.1% | -170.1% | -9.2% |
| All | +4,394.1% | +12,871.6% | -8,477.5% | +1,726.5% |
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