+5,230.9%
O vs CGNX
+3,266.1%
+1,964.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.7% |
| 7D | -2.9% | +3.2% | -6.0% | -3.3% |
| 30D | -4.5% | +6.0% | -10.5% | -5.5% |
| 3M | -2.6% | +3.5% | -6.2% | -3.8% |
| 6M | -5.6% | +26.3% | -31.9% | -10.0% |
| YTD | +9.3% | +79.2% | -70.0% | -2.6% |
| 1Y | +4.3% | +43.8% | -39.5% | -4.3% |
| 3Y | +27.4% | +52.0% | -24.5% | +12.7% |
| 5Y | +17.1% | -24.0% | +41.1% | +13.5% |
| 10Y | +53.7% | +189.1% | -135.4% | +15.9% |
| All | +5,230.9% | +3,266.1% | +1,964.9% | +2,197.5% |
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