-100.0%
SPXU vs CGNX
+2,057.4%
-2,157.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.1% | -6.5% | +0.7% |
| 7D | +2.5% | +3.2% | -0.7% | +5.0% |
| 30D | +4.2% | +6.0% | -1.8% | +9.3% |
| 3M | -9.3% | +3.5% | -12.8% | -4.4% |
| 6M | -30.7% | +26.3% | -57.0% | -11.8% |
| YTD | -28.1% | +79.2% | -107.4% | +22.2% |
| 1Y | -35.2% | +43.8% | -79.0% | -5.1% |
| 3Y | -79.9% | +52.0% | -131.9% | -62.1% |
| 5Y | -86.4% | -24.0% | -62.3% | -80.8% |
| 10Y | -99.5% | +189.1% | -288.6% | -96.4% |
| All | -100.0% | +2,057.4% | -2,157.4% | -99.1% |
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