+6,244.8%
MS vs CGNX
+6,681.0%
-436.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | +2.5% | +3.6% | -1.1% | +1.4% |
| 30D | 0.0% | -6.8% | +6.8% | +1.8% |
| 3M | +2.4% | -0.1% | +2.6% | +1.5% |
| 6M | +36.4% | +26.2% | +10.2% | +25.3% |
| YTD | +23.8% | +73.7% | -49.9% | 0.0% |
| 1Y | +48.6% | +40.4% | +8.2% | +26.8% |
| 3Y | +179.1% | +46.1% | +133.1% | +126.7% |
| 5Y | +144.8% | -25.6% | +170.5% | +136.6% |
| 10Y | +794.2% | +171.3% | +622.9% | +457.0% |
| All | +6,244.8% | +6,681.0% | -436.2% | +2,061.8% |
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