+2,205.8%
NDAQ vs CGNX
+1,498.9%
+706.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.1% | -2.3% |
| 7D | -6.8% | +1.5% | -8.3% | -7.2% |
| 30D | -3.2% | -1.8% | -1.4% | -3.0% |
| 3M | +6.5% | +5.3% | +1.2% | +3.6% |
| 6M | +5.7% | +22.3% | -16.6% | -2.3% |
| YTD | -4.6% | +72.2% | -76.8% | -22.5% |
| 1Y | -1.6% | +39.8% | -41.4% | -15.9% |
| 3Y | +86.4% | +44.8% | +41.6% | +49.9% |
| 5Y | +50.3% | -27.0% | +77.4% | +44.5% |
| 10Y | +369.0% | +177.7% | +191.3% | +170.1% |
| All | +2,205.8% | +1,498.9% | +706.9% | +562.3% |
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