+3,521.8%
MOD vs CGNX
+12,469.7%
-8,947.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +6.3% | +3.6% | +2.7% | +5.3% |
| 30D | -1.7% | -6.8% | +5.2% | +0.3% |
| 3M | -30.1% | -0.1% | -30.0% | -29.8% |
| 6M | +2.7% | +26.2% | -23.5% | -2.5% |
| YTD | +44.1% | +73.7% | -29.6% | +22.9% |
| 1Y | +38.7% | +40.4% | -1.7% | +25.0% |
| 3Y | +309.8% | +46.1% | +263.7% | +267.2% |
| 5Y | +1,569.7% | -25.6% | +1,595.3% | +1,632.1% |
| 10Y | +1,520.5% | +171.3% | +1,349.2% | +1,091.6% |
| All | +3,521.8% | +12,469.7% | -8,947.9% | +1,436.7% |
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