+3,069.6%
SPY vs CGNX
+5,943.6%
-2,874.0%
-55.2%
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% | +0.1% |
| 7D | -0.8% | +3.2% | -3.9% | -1.3% |
| 30D | -1.1% | +6.0% | -7.1% | -2.3% |
| 3M | +3.9% | +3.5% | +0.3% | +2.7% |
| 6M | +13.6% | +26.3% | -12.7% | +7.9% |
| YTD | +12.7% | +79.2% | -66.6% | -1.2% |
| 1Y | +17.5% | +43.8% | -26.3% | +6.8% |
| 3Y | +76.9% | +52.0% | +25.0% | +55.1% |
| 5Y | +83.6% | -24.0% | +107.6% | +79.6% |
| 10Y | +320.7% | +189.1% | +131.6% | +215.6% |
| All | +3,069.6% | +5,943.6% | -2,874.0% | +1,380.0% |
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