-18.8%
PYPL vs CGNX
+42.4%
-61.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.4% | -3.1% |
| 7D | +2.7% | +3.0% | -0.3% | +2.6% |
| 30D | -4.9% | -11.8% | +6.9% | -4.6% |
| 3M | +28.9% | -3.6% | +32.5% | +28.6% |
| 6M | +18.2% | +17.4% | +0.8% | +16.2% |
| YTD | -5.0% | +73.7% | -78.8% | -13.4% |
| 1Y | -18.8% | +41.5% | -60.3% | -19.6% |
| All | -18.8% | +42.4% | -61.2% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling