-20.7%
TLT vs CGNX
+193.6%
-214.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | +0.2% |
| 7D | -1.6% | +3.2% | -4.8% | -1.5% |
| 30D | -1.1% | +6.0% | -7.1% | -0.9% |
| 3M | -4.9% | +3.5% | -8.4% | -4.7% |
| 6M | -5.0% | +26.3% | -31.3% | -4.1% |
| YTD | -4.4% | +79.2% | -83.6% | -1.9% |
| 1Y | -6.4% | +43.8% | -50.2% | -4.8% |
| 3Y | -2.0% | +52.0% | -53.9% | +0.3% |
| 5Y | -35.0% | -24.0% | -10.9% | -36.7% |
| All | -20.7% | +193.6% | -214.3% | -13.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling