+131,530.2%
MSFT vs CGNX
+12,360.6%
+119,169.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -3.5% | +1.5% | -4.9% | -3.8% |
| 30D | -2.1% | -1.8% | -0.3% | -1.9% |
| 3M | +24.2% | +5.3% | +18.9% | +21.9% |
| 6M | +21.9% | +22.3% | -0.4% | +15.3% |
| YTD | +2.5% | +72.2% | -69.7% | -11.6% |
| 1Y | -0.8% | +39.8% | -40.6% | -11.0% |
| 3Y | +50.8% | +44.8% | +5.9% | +29.9% |
| 5Y | +73.5% | -27.0% | +100.6% | +70.8% |
| 10Y | +886.6% | +177.7% | +708.9% | +618.6% |
| All | +131,530.2% | +12,360.6% | +119,169.6% | +37,616.3% |
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