+367.2%
M vs CGNX
+4,630.4%
-4,263.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.3% | -4.4% | -4.6% |
| 7D | -8.8% | +1.5% | -10.2% | -9.0% |
| 30D | -16.4% | -1.8% | -14.6% | -16.2% |
| 3M | -10.8% | +5.3% | -16.1% | -12.3% |
| 6M | +16.1% | +22.3% | -6.2% | +10.0% |
| YTD | -5.3% | +72.2% | -77.4% | -17.9% |
| 1Y | +24.9% | +39.8% | -15.0% | +12.6% |
| 3Y | +97.5% | +44.8% | +52.7% | +73.6% |
| 5Y | +20.4% | -27.0% | +47.4% | +20.1% |
| 10Y | -10.5% | +177.7% | -188.2% | -32.7% |
| All | +367.2% | +4,630.4% | -4,263.2% | +107.1% |
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