+755.7%
TEAM vs CGNX
+282.9%
+472.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -1.3% |
| 7D | -5.2% | +3.2% | -8.4% | -6.3% |
| 30D | +15.8% | +6.0% | +9.8% | +12.8% |
| 3M | +101.5% | +3.5% | +97.9% | +94.1% |
| 6M | +138.2% | +26.3% | +111.9% | +109.5% |
| YTD | +10.8% | +79.2% | -68.4% | -19.2% |
| 1Y | +1.7% | +43.8% | -42.1% | -19.8% |
| 3Y | -16.0% | +52.0% | -68.0% | -39.5% |
| 5Y | -52.7% | -24.0% | -28.7% | -54.8% |
| 10Y | +509.6% | +189.1% | +320.5% | +268.5% |
| All | +755.7% | +282.9% | +472.8% | +398.5% |
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