+2,336.0%
MSCI vs CGNX
+1,350.8%
+985.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.8% |
| 7D | -1.1% | +3.2% | -4.3% | -2.1% |
| 30D | -1.2% | -3.7% | +2.6% | -0.4% |
| 3M | -8.4% | +1.0% | -9.4% | -10.4% |
| 6M | -1.0% | +22.1% | -23.1% | -10.4% |
| YTD | -2.3% | +72.7% | -75.0% | -24.2% |
| 1Y | -1.2% | +40.4% | -41.5% | -18.9% |
| 3Y | +7.9% | +45.2% | -37.3% | -18.2% |
| 5Y | -10.1% | -26.7% | +16.6% | -13.1% |
| 10Y | +631.0% | +178.5% | +452.5% | +293.9% |
| All | +2,336.0% | +1,350.8% | +985.1% | +455.0% |
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