+1,561.5%
QQQ vs CGNX
+1,292.2%
+269.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | -0.5% |
| 7D | -0.6% | +3.2% | -3.7% | -1.6% |
| 30D | -1.2% | +6.0% | -7.2% | -3.4% |
| 3M | -0.2% | +3.5% | -3.7% | -2.1% |
| 6M | +17.9% | +26.3% | -8.4% | +7.7% |
| YTD | +16.6% | +79.2% | -62.6% | -8.4% |
| 1Y | +23.0% | +43.8% | -20.8% | +3.1% |
| 3Y | +92.9% | +52.0% | +41.0% | +50.8% |
| 5Y | +95.6% | -24.0% | +119.6% | +89.1% |
| 10Y | +570.4% | +189.1% | +381.3% | +278.7% |
| All | +1,561.5% | +1,292.2% | +269.2% | +239.8% |
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