+1,518.8%
META vs CGNX
+719.2%
+799.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +6.0% | +3.6% | +2.5% | +4.9% |
| 30D | +3.6% | -6.8% | +10.4% | +5.6% |
| 3M | +4.9% | -0.1% | +5.0% | +3.6% |
| 6M | -4.7% | +26.2% | -30.9% | -13.2% |
| YTD | -6.9% | +73.7% | -80.6% | -26.4% |
| 1Y | -18.2% | +40.4% | -58.6% | -30.7% |
| 3Y | +107.8% | +46.1% | +61.7% | +64.3% |
| 5Y | +63.9% | -25.6% | +89.5% | +59.4% |
| 10Y | +375.1% | +171.3% | +203.7% | +213.2% |
| All | +1,518.8% | +719.2% | +799.6% | +804.4% |
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 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