+8,746.5%
PWR vs CGNX
+1,377.3%
+7,369.1%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.1% | +1.0% | +3.7% |
| 7D | +4.2% | +3.2% | +1.0% | +3.1% |
| 30D | -4.0% | +6.0% | -10.0% | -6.0% |
| 3M | -4.8% | +3.5% | -8.3% | -5.9% |
| 6M | +14.6% | +26.3% | -11.7% | +5.5% |
| YTD | +54.2% | +79.2% | -25.0% | +21.8% |
| 1Y | +67.1% | +43.8% | +23.3% | +41.4% |
| 3Y | +218.5% | +52.0% | +166.5% | +152.6% |
| 5Y | +466.3% | -24.0% | +490.3% | +453.2% |
| 10Y | +2,520.4% | +189.1% | +2,331.3% | +1,376.7% |
| All | +8,746.5% | +1,377.3% | +7,369.1% | +2,001.7% |
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