+495.6%
THC vs CGNX
+12,360.6%
-11,865.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | 0.0% | +1.5% | -1.5% | -0.3% |
| 30D | +1.5% | -1.8% | +3.3% | +1.7% |
| 3M | +59.9% | +5.3% | +54.6% | +57.3% |
| 6M | +11.0% | +22.3% | -11.3% | +6.2% |
| YTD | +32.6% | +72.2% | -39.6% | +18.3% |
| 1Y | +37.4% | +39.8% | -2.5% | +26.4% |
| 3Y | +252.5% | +44.8% | +207.7% | +216.3% |
| 5Y | +262.3% | -27.0% | +289.4% | +258.8% |
| 10Y | +1,015.4% | +177.7% | +837.7% | +802.8% |
| All | +495.6% | +12,360.6% | -11,865.0% | +164.4% |
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