+9,127.5%
QLD vs CGNX
+1,127.8%
+7,999.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -1.2% |
| 7D | +0.6% | +3.0% | -2.4% | -1.2% |
| 30D | -0.1% | -11.8% | +11.7% | +7.3% |
| 3M | -8.4% | -3.6% | -4.8% | -6.7% |
| 6M | +32.2% | +17.4% | +14.8% | +18.4% |
| YTD | +28.9% | +73.7% | -44.8% | -17.1% |
| 1Y | +43.8% | +41.5% | +2.3% | +4.0% |
| 3Y | +176.6% | +34.1% | +142.5% | +91.2% |
| 5Y | +121.6% | -27.3% | +148.9% | +130.9% |
| 10Y | +1,652.9% | +166.6% | +1,486.3% | +677.5% |
| All | +9,127.5% | +1,127.8% | +7,999.6% | +1,030.0% |
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 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