+46.3%
LYB vs CGNX
+193.6%
-147.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.1% | -5.0% | -2.2% |
| 7D | +0.3% | +3.2% | -2.9% | -0.7% |
| 30D | +2.5% | +6.0% | -3.5% | +0.3% |
| 3M | +1.4% | +3.5% | -2.2% | -1.4% |
| 6M | -3.5% | +26.3% | -29.8% | -13.7% |
| YTD | +52.0% | +79.2% | -27.3% | +15.6% |
| 1Y | +22.1% | +43.8% | -21.7% | -0.1% |
| 3Y | -22.8% | +52.0% | -74.7% | -41.6% |
| 5Y | -3.4% | -24.0% | +20.7% | -8.1% |
| All | +46.3% | +193.6% | -147.3% | -18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling