+470.9%
P vs CGNX
+270.4%
+200.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.5% | -3.8% |
| 7D | +5.0% | +3.2% | +1.8% | +3.6% |
| 30D | -0.9% | -3.7% | +2.8% | +0.5% |
| 3M | +38.7% | +1.0% | +37.6% | +37.7% |
| 6M | +54.4% | +22.1% | +32.3% | +41.4% |
| YTD | +44.8% | +72.7% | -27.8% | +7.8% |
| 1Y | +22.5% | +40.4% | -17.8% | -0.3% |
| 3Y | +148.2% | +45.2% | +103.0% | +88.0% |
| 5Y | +268.9% | -26.7% | +295.6% | +271.7% |
| 10Y | +696.9% | +178.5% | +518.4% | +414.0% |
| All | +470.9% | +270.4% | +200.6% | +245.4% |
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