+79.9%
PL vs CGNX
-24.8%
+104.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -7.5% | +3.6% | -11.1% | -9.2% |
| 30D | -25.6% | -6.8% | -18.7% | -23.2% |
| 3M | -45.6% | -0.1% | -45.5% | -46.0% |
| 6M | -29.5% | +26.2% | -55.7% | -37.1% |
| YTD | -9.7% | +73.7% | -83.4% | -35.1% |
| 1Y | +84.4% | +40.4% | +44.0% | +46.7% |
| 3Y | +550.0% | +46.1% | +503.9% | +379.9% |
| 5Y | +79.0% | -25.6% | +104.6% | +66.7% |
| All | +79.9% | -24.8% | +104.7% | +67.5% |
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