+547.4%
PLTR vs CGNX
-25.4%
+572.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | -1.1% |
| 7D | -4.1% | +3.2% | -7.2% | -5.5% |
| 30D | -2.2% | +6.0% | -8.2% | -5.3% |
| 3M | +27.6% | +3.5% | +24.0% | +23.6% |
| 6M | +10.3% | +26.3% | -16.0% | -4.2% |
| YTD | -5.9% | +79.2% | -85.2% | -36.9% |
| 1Y | +1.7% | +43.8% | -42.0% | -23.2% |
| 3Y | +959.1% | +52.0% | +907.1% | +575.8% |
| All | +547.4% | -25.4% | +572.8% | +619.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling