+7,971.7%
QLD vs CGNX
+886.4%
+7,085.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -1.5% |
| 7D | +7.0% | +4.7% | +2.3% | +4.1% |
| 30D | -14.3% | -12.7% | -1.6% | -6.9% |
| 3M | -16.0% | -18.7% | +2.7% | -5.8% |
| 6M | -14.2% | -21.2% | +7.0% | -2.1% |
| YTD | +12.8% | +39.6% | -26.8% | -17.6% |
| 1Y | +14.1% | +35.6% | -21.5% | -15.3% |
| 3Y | +146.0% | +44.7% | +101.3% | +58.7% |
| 5Y | +82.0% | -37.8% | +119.8% | +109.2% |
| 10Y | +1,470.1% | +95.1% | +1,375.0% | +738.9% |
| All | +7,971.7% | +886.4% | +7,085.3% | +1,022.3% |
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