-12.3%
PYPL vs CGNX
+49.8%
-62.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | +0.1% |
| 7D | -2.3% | +3.2% | -5.4% | -2.8% |
| 30D | -9.0% | +6.0% | -15.0% | -10.0% |
| 3M | +30.6% | +3.5% | +27.0% | +28.6% |
| 6M | +18.6% | +26.3% | -7.7% | +11.5% |
| YTD | -7.2% | +79.2% | -86.4% | -21.9% |
| 1Y | -19.3% | +43.8% | -63.0% | -27.7% |
| 3Y | -12.3% | +52.0% | -64.2% | -29.9% |
| All | -12.3% | +49.8% | -62.1% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling