+14,709.9%
TER vs CGNX
+12,360.6%
+2,349.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.4% |
| 7D | +9.4% | +1.5% | +7.9% | +8.7% |
| 30D | -2.4% | -1.8% | -0.6% | -1.7% |
| 3M | +6.5% | +5.3% | +1.3% | +5.8% |
| 6M | +23.2% | +22.3% | +0.9% | +16.0% |
| YTD | +91.5% | +72.2% | +19.3% | +51.4% |
| 1Y | +214.8% | +39.8% | +175.0% | +169.7% |
| 3Y | +275.3% | +44.8% | +230.5% | +212.7% |
| 5Y | +211.9% | -27.0% | +238.9% | +237.6% |
| 10Y | +1,825.5% | +177.7% | +1,647.8% | +1,112.0% |
| All | +14,709.9% | +12,360.6% | +2,349.3% | +3,349.5% |
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