+1,645.9%
PLTR vs CGNX
+0.9%
+1,645.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.0% |
| 7D | -9.1% | +1.5% | -10.6% | -9.8% |
| 30D | -5.2% | -1.8% | -3.4% | -4.8% |
| 3M | +27.4% | +5.3% | +22.1% | +22.2% |
| 6M | +9.7% | +22.3% | -12.6% | -3.3% |
| YTD | -6.7% | +72.2% | -78.9% | -36.1% |
| 1Y | -0.5% | +39.8% | -40.4% | -24.1% |
| 3Y | +996.2% | +44.8% | +951.4% | +623.9% |
| 5Y | +531.1% | -27.0% | +558.2% | +577.9% |
| All | +1,645.9% | +0.9% | +1,645.0% | +1,753.5% |
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