+2,484.9%
MAR vs CGNX
+1,446.0%
+1,038.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +0.7% |
| 7D | -0.5% | +3.2% | -3.7% | -1.3% |
| 30D | -5.4% | +6.0% | -11.4% | -7.0% |
| 3M | -15.5% | +3.5% | -19.0% | -17.2% |
| 6M | +3.0% | +26.3% | -23.3% | -4.6% |
| YTD | +8.5% | +79.2% | -70.7% | -10.0% |
| 1Y | +26.0% | +43.8% | -17.8% | +9.5% |
| 3Y | +68.6% | +52.0% | +16.7% | +39.8% |
| 5Y | +157.4% | -24.0% | +181.4% | +148.7% |
| 10Y | +447.0% | +189.1% | +258.0% | +258.5% |
| All | +2,484.9% | +1,446.0% | +1,038.9% | +739.7% |
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